ITT INC. (ITT) Implied Volatility
ITT INC. (ITT) options trade at a 30-day at-the-money implied volatility of 33.0%, an IV rank of 73 out of 100 over the past year. This page breaks down ITT's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Oct 9, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
ITT 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 33.0% |
| ATM IV — 2 month | 35.8% |
| ATM IV — 3 month | 31.1% |
| IV rank (1 year) | 73 / 100 |
| IV percentile (1 year) | 54% |
| Expected move (front expiration) | ±$9.19 (±4.6%) |
| Historical volatility — 10 day | 31.0% |
| Historical volatility — 21 day | 32.6% |
| Historical volatility — 30 day | 33.1% |
| Historical volatility — 60 day | 30.1% |
| IV / HV ratio | 1.00 |
| Term slope (front − 3M) | +1.9 pts |
| 25Δ skew (front) | +0.7 pts |
An IV rank of 73 places current implied volatility near the top of its 52-week range. An IV/HV ratio of 1.00 means implied volatility is roughly in line with recent realized volatility. The term structure is in backwardation — front-month IV exceeds 3-month IV, a pattern often seen around near-term events.
ITT IV Rank History
ITT IV rank (0–100), past year.
IV rank has risen from 62 in Feb '26 to 73 today. An IV percentile of 54% means implied volatility was lower than today on 54% of trading days in the past year.
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ITT Options FAQ
What is the implied volatility of ITT options?
ITT options trade at a 30-day at-the-money implied volatility of 33.0% as of Oct 9, 2026. That is an IV rank of 73 out of 100, meaning implied volatility is elevated relative to its own 52-week range.
Is ITT implied volatility high or low right now?
By its own 52-week standards, ITT implied volatility is currently high: IV rank is 73 out of 100 as of Oct 9, 2026. Compared with realized movement, the IV/HV ratio of 1.00 shows options pricing less movement than the stock has recently delivered.
What move do ITT options imply before the next expiration?
Front-expiration ITT options imply a one-standard-deviation move of ±$9.19 (±4.6%) as of Oct 9, 2026, derived from at-the-money option prices.
What is the difference between ITT's IV rank and IV percentile?
IV rank (currently 73) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 54%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.