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Illinois Tool Works Inc ITW

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
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Market dataready · fetched 2026-10-20T06:08:04.700Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:00:00.002388409Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:08:04.221558+00:00

Share price$270.17
1D-1.1%
AH$268$270$271$272$2745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMITW
Sold putSold callAH

Illinois Tool Works Inc options

Live interpolated ITW call and put midpoint premiums by absolute delta.Illinois Tool Works Inc$1.61$6.85$12.08$17.32$22.56$245.75$258.38$271.00$283.63$296.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ITW spot · $270.17ITW PRICE$2.17$3.06$3.95$4.84$5.89$6.96$8.03$9.26$10.90$12.54$14.17$17.18$21.05$2.31$2.93$3.88$4.94$6.00$7.06$8.40$9.86$11.32$12.77$14.89$17.19$19.49
PutsFair1.04×
CallsExpensive1.19×
SkewBullish-2.10 pp
Implied moveBearish±$16.44
TiltBalanced0.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ289.0324.9%7.8%254.8725.3%6.5%
25Δ286.1325.6%7.0%259.0124.1%5.2%
30Δ283.2426.4%6.3%261.8824.0%4.5%
35Δ280.3527.1%5.6%264.3624.3%4.0%
40Δ277.5527.0%4.9%266.8424.7%3.5%
45Δ274.7726.8%4.3%269.3125.0%2.9%
50Δ271.9926.5%3.6%271.8325.0%2.5%
55Δ269.2326.3%3.1%274.3624.9%2.1%
60Δ266.5026.4%2.7%276.9024.8%1.7%
65Δ263.7726.4%2.3%279.4324.7%1.3%
70Δ261.0526.4%1.9%282.3824.5%1.0%
75Δ257.2027.6%1.6%285.4524.3%0.7%
80Δ252.6529.5%1.3%288.5224.1%0.4%

20Δ

Calls
Pseudo strike
289.03
IV
24.9%
B/E move
7.8%
Puts
Pseudo strike
254.87
IV
25.3%
B/E move
6.5%

25Δ

Calls
Pseudo strike
286.13
IV
25.6%
B/E move
7.0%
Puts
Pseudo strike
259.01
IV
24.1%
B/E move
5.2%

30Δ

Calls
Pseudo strike
283.24
IV
26.4%
B/E move
6.3%
Puts
Pseudo strike
261.88
IV
24.0%
B/E move
4.5%

35Δ

Calls
Pseudo strike
280.35
IV
27.1%
B/E move
5.6%
Puts
Pseudo strike
264.36
IV
24.3%
B/E move
4.0%

40Δ

Calls
Pseudo strike
277.55
IV
27.0%
B/E move
4.9%
Puts
Pseudo strike
266.84
IV
24.7%
B/E move
3.5%

45Δ

Calls
Pseudo strike
274.77
IV
26.8%
B/E move
4.3%
Puts
Pseudo strike
269.31
IV
25.0%
B/E move
2.9%

50Δ

Calls
Pseudo strike
271.99
IV
26.5%
B/E move
3.6%
Puts
Pseudo strike
271.83
IV
25.0%
B/E move
2.5%

55Δ

Calls
Pseudo strike
269.23
IV
26.3%
B/E move
3.1%
Puts
Pseudo strike
274.36
IV
24.9%
B/E move
2.1%

60Δ

Calls
Pseudo strike
266.50
IV
26.4%
B/E move
2.7%
Puts
Pseudo strike
276.90
IV
24.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
263.77
IV
26.4%
B/E move
2.3%
Puts
Pseudo strike
279.43
IV
24.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
261.05
IV
26.4%
B/E move
1.9%
Puts
Pseudo strike
282.38
IV
24.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
257.20
IV
27.6%
B/E move
1.6%
Puts
Pseudo strike
285.45
IV
24.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
252.65
IV
29.5%
B/E move
1.3%
Puts
Pseudo strike
288.52
IV
24.1%
B/E move
0.4%

Options history

ITW25.3425.3725.402026-10-19T19:53:54.798000+00:00: 25.37%Oct 19Oct 19
Table
ObservationIVSkewImplied move
25.37%-1.52 pp6.09%