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ITW - Illinois Tool Works
Implied Volatility Analysis

Implied Volatility:
22.4%
Put/Call-Ratio:
0.48

Illinois Tool Works has an Implied Volatility (IV) of 22.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ITW is 27 and the Implied Volatility Percentile (IVP) is 30. The current Implied Volatility Index for ITW is -0.70 standard deviations away from its 1 year mean.

Market Cap$66.00B
Dividend Yield2.27% ($4.84)
Next Earnings Date10/27/2022 (74d)
Next Dividend Date9/29/2022 (46d)
Implied Volatility (IV) 30d
22.43
Implied Volatility Rank (IVR) 1y
26.64
Implied Volatility Percentile (IVP) 1y
29.64
Historical Volatility (HV) 30d
21.36
IV / HV
1.05
Open Interest
14.94K
Option Volume
243.00
Put/Call Ratio (Volume)
0.48

Data was calculated after the 8/12/2022 closing.

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