Industrials · Industrial
ITW Implied Volatility, IV Rank & Options Chain
Illinois Tool Works (ITW) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Illinois Tool Works (ITW).
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ITW options trade with implied volatility typically in the 15% - 35% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
ITW implied volatility
As of 2026-10-26As of 2026-10-26, ITW's 30-day implied volatility is 27.3%, placing its 1-year IV percentile at 91.0 — above 91.0% of the past year's daily IV readings, an elevated, premium-selling regime favoring credit spreads, iron condors and short strangles.
ITW live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live ITW chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
ITW options at a glance
- Daily volume
- N/A
- IV range
- 15% - 35%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Illinois Tool Works (ITW)
Illinois Tool Works (ITW) is a diversified industrials company listed on NYSE.
Company profile
- Sector
- Industrials
- Industry
- Diversified Industrials
- Market cap
- See live data
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Illinois Tool Works is a Diversified Industrials) company in the Industrials sector.
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Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
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ITW options market overview
ITW options provide trading opportunities for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Available
- LEAPS available
- Yes
Liquidity assessment: Very Good
ITW options provide trading opportunities across multiple expirations.
ITW implied volatility and IV rank
ITW implied volatility patterns reflect the diversified industrials sector dynamics.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short ITW options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
ITW IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for ITW, on today's chain.
Open ITW in IV IntelligenceITW gamma exposure (GEX)
Gamma Exposure analysis for ITW reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. ITW tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on ITW right now, strike by strike.
See live ITW GEXCommon ITW options strategies
These are strategies commonly used by traders on ITW options, based on typical market characteristics. This is not investment advice.
Key considerations for ITW options
- Monitor ITW earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing options positions
- ITW options liquidity varies by expiration - prefer near-term and monthly expirations
ITW key events
Earnings months. January, April, July, October
ITW options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns ITW's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/ITW"What is ITW's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on ITW in the console, more prompts for ITW, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about ITW options.
What is ITW's typical implied volatility?
ITW implied volatility typically ranges from 15% - 35%. IV patterns are influenced by earnings, sector events, and market conditions.
Does ITW have weekly options?
Yes, ITW offers weekly options expirations.
What is ITW's options trading profile?
ITW (Illinois Tool Works) options trade with very good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 15% - 35% range. The position sits in the Industrials category for portfolio diversification and options strategy design.
How does ITW implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on ITW?
Popular strategies on ITW options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 15% - 35% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is ITW's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence ITW's intraday price action. ITW tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live ITW GEX levels and the gamma-flip point on ApexVol.
What is ITW's IV rank?
ITW's IV rank shows where ITW's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. ITW implied volatility typically ranges from 15% - 35%. Check ITW's live IV rank and percentile on ApexVol's IV analytics.
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Where ITW
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ITW analytics
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