ITW
ILLINOIS TOOL WORKS INC295.03post−$0.03 (−0.01%)at close +$0.00 (+0.00%)
as of 19:59:58 UTCnext report Oct 27 · 83d
Earnings Room‹ back to ITW
The report
fiscal Q3 2026 · from the company's noticeOct 27before open83days out
Expected movement
market-implied · at the Aug 4 close±8.9%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 108days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Nov 20 · first after the reportATM strike 300straddle 30.80ATM IV 24%× 0.85 straddle-to-rangespot 295.03
Blast radius
6 linked · N-PORT + EDGARIf ITW moves ±8.9% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
5 expiries · as of the Aug 3 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +0%581
Aug 21
18d
1.6k▼ −0%
▲ +0%1.6k
Sep 18
46d
4.1k▲ +0%
▲ +0%377
Nov 20
109d
1.2k
▲ +0%
▲ +2%
147
Dec 18
137d
363▲ +0%
▲ +0%
606
Jan 15
165d
784▲ +0%
The record
expected in pale · actual in full color1/8reports moved further than the options market had pricedtypically ±2.9% realized vs ±4.4% priced
Jul 28 '26±5.4%→+3.6%×0.67
Apr 30 '26±5.1%→−2.9%×0.57
Feb 3 '26±4.0%→+5.6%×1.38
Oct 24 '25±4.9%→−4.5%×0.94
Jul 30 '25±3.6%→−2.3%×0.63
Apr 30 '25±4.0%→−0.8%×0.19
Feb 5 '25±4.1%→−0.2%×0.04
Oct 30 '24±4.0%→+3.2%×0.81
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported 2.66 · rev $4.0B
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.