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ITW - Illinois Tool Works
Implied Volatility Analysis

Implied Volatility:
22.6%
Put/Call-Ratio:
0.07

Illinois Tool Works has an Implied Volatility (IV) of 22.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ITW is 19 and the Implied Volatility Percentile (IVP) is 9. The current Implied Volatility Index for ITW is -1.38 standard deviations away from its 1 year mean.

Market Cap$70.25B
Dividend Yield2.15% ($4.92)
Next Earnings Date2/2/2023 (66d)
Next Dividend Date12/29/2022 (31d)
Implied Volatility (IV) 30d
22.62
Implied Volatility Rank (IVR) 1y
18.72
Implied Volatility Percentile (IVP) 1y
8.73
Historical Volatility (HV) 30d
25.57
IV / HV
0.88
Open Interest
14.92K
Option Volume
610.00
Put/Call Ratio (Volume)
0.07

Data was calculated after the 11/25/2022 closing.

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