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ITT Inc ITT 201.03 -4.08 -1.99%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $201.03
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±6.5% ±$13.15 $187.88 – $214.18 $184.57 – $217.49 $172.38 – $229.68
2 sessions Earnings ±7.0% ±$14.03 $187.00 – $215.06 $183.58 – $218.48 $170.63 – $231.43
3 sessions Earnings ±7.4% ±$14.82 $186.21 – $215.85 $182.80 – $219.26 $169.25 – $232.81
1 week Earnings ±7.7% ±$15.48 $185.55 – $216.51 $181.81 – $220.25 $168.50 – $233.56
2 weeks Earnings ±8.3% ±$16.65 $184.38 – $217.68 $180.46 – $221.60 $165.95 – $236.11
3 weeks Earnings ±8.8% ±$17.65 $183.38 – $218.68 $179.18 – $222.88 $163.94 – $238.12
1 month Earnings ±9.3% ±$18.74 $182.29 – $219.77 $177.77 – $224.29 $161.63 – $240.43
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ITT reports in 1 session; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±7.10%
Average actual move
1.85%
Beyond the implied move
0 / 1
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±7.10% +1.85% 0.26× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →