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CW - Curtiss-Wright
Implied Volatility Analysis

Implied Volatility:
41.5%

Curtiss-Wright has an Implied Volatility (IV) of 41.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CW is 22 and the Implied Volatility Percentile (IVP) is 36. The current Implied Volatility Index for CW is -0.39 standard deviations away from its 1 year mean.

Market Cap$6.69B
Dividend Yield0.43% ($0.75)
Next Earnings Date2/22/2023 (76d)
Implied Volatility (IV) 30d
41.55
Implied Volatility Rank (IVR) 1y
22.06
Implied Volatility Percentile (IVP) 1y
36.16
Historical Volatility (HV) 30d
22.67
IV / HV
1.83
Open Interest
317.00
Option Volume
2.00

Data was calculated after the 12/7/2022 closing.

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