ITT Inc. (ITT) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
ITT Inc. (ITT) operates in the Industrials sector, specifically the Industrial - Machinery industry, with a market capitalization near $18.18B, listed on NYSE, employing roughly 11,700 people, carrying a beta of 1.32 to the broader market. ITT Inc. Led by Luca Savi, public since 1995-12-15.
Snapshot as of May 15, 2026.
- Spot Price
- $195.25
- ATM IV
- 30.9%
- IV Skew 25Δ
- 0.019
- IV Rank
- 38.0%
- IV Percentile
- 66.7%
- Term Structure Slope
- 0.003
As of May 15, 2026, ITT Inc. (ITT) at-the-money implied volatility is 30.9%. IV rank is 38.0% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 66.7%. The 25-delta skew is +0.019: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
ITT Strategy Selection at Current Volatility Levels
For ITT Inc. options at 30.9% ATM IV, mid-range IV rank (38.0%) is the regime where directional conviction matters more than vol-regime positioning; strategy choice should follow the event calendar and the dealer-positioning view rather than IV rank alone. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
Learn how volatility skew is reported and how to read the data →
ITT highest implied-volatility contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| PUT | $200.00 | Jun 18, 2026 | 0 | 1.3K | 30.5% | $8.70 | $11.00 |
| CALL | $210.00 | Jul 17, 2026 | 1.0K | 1.5K | 30.9% | $4.40 | $5.40 |
Top 2 contracts from the ORATS-sourced nightly scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.
Frequently asked ITT volatility skew questions
- What is the current ITT ATM implied volatility?
- As of May 15, 2026, ITT Inc. (ITT) at-the-money implied volatility is 30.9%. IV rank is 38.0% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is ITT IV high or low historically?
- IV is near its 1-year median, a regime where strategy choice depends on directional conviction and event calendar rather than vol regime.
- What does ITT volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. ITT Inc. skew is roughly flat across the 25-delta wings. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.