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.
|Dividend Yield||0.43% ($0.75)|
|Next Earnings Date||2/22/2023 (76d)|
|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 12/7/2022 closing.