Curtiss-Wright has an Implied Volatility (IV) of 32.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CW is 25 and the Implied Volatility Percentile (IVP) is 8. The current Implied Volatility Index for CW is -1.12 standard deviations away from its 1 year mean.
|Dividend Yield||0.44% ($0.75)|
|Next Earnings Date||5/3/2023 (35d)|
|Next Dividend Date||3/30/2023 (1d) !|
|Implied Volatility (IV) 30d|
|Implied Volatility Rank (IVR) 1y|
|Implied Volatility Percentile (IVP) 1y|
|Historical Volatility (HV) 30d|
|IV / HV|
Data was calculated after the 3/28/2023 closing.