← Back to Stock / ETF implied volatility screenerITW - Illinois Tool Works
ITW - Illinois Tool Works
Implied Volatility Analysis
Implied Volatility:
27.2%
27.2%
Put/Call-Ratio:
1.02
1.02
Illinois Tool Works has an Implied Volatility (IV) of 27.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ITW is 33 and the Implied Volatility Percentile (IVP) is 48. The current Implied Volatility Index for ITW is -0.26 standard deviations away from its 1 year mean.
| Market Cap | $70.92B |
|---|---|
| Dividend Yield | 2.15% ($5.01) |
| Next Earnings Date | 5/3/2023 (35d) |
| Next Dividend Date | 3/30/2023 (1d) ! |
| Implied Volatility (IV) 30d | 27.21 |
| Implied Volatility Rank (IVR) 1y | 33.13 |
| Implied Volatility Percentile (IVP) 1y | 47.62 |
| Historical Volatility (HV) 30d | 17.31 |
| IV / HV | 1.57 |
| Open Interest | 8.23K |
| Option Volume | 852.00 |
| Put/Call Ratio (Volume) | 1.02 |
Data was calculated after the 3/28/2023 closing.
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