Curtiss-Wright has an Implied Volatility (IV) of 48.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CW is 47 and the Implied Volatility Percentile (IVP) is 86. The current Implied Volatility Index for CW is 1.01 standard deviations away from its 1 year mean.
|Dividend Yield||0.57% ($0.73)|
|Next Earnings Date||8/3/2022 (37d)|
|Implied Volatility (IV) 30d|
|Implied Volatility Rank (IVR) 1y|
|Implied Volatility Percentile (IVP) 1y|
|Historical Volatility (HV) 30d|
|IV / HV|
|Put/Call Ratio (Volume)|
Data was calculated after the 6/24/2022 closing.