← Back to Stock / ETF implied volatility screenerCW - Curtiss-Wright
CW - Curtiss-Wright
Implied Volatility Analysis
Implied Volatility:
32.1%
32.1%
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.
| Market Cap | $6.58B |
|---|---|
| Dividend Yield | 0.44% ($0.75) |
| Next Earnings Date | 5/3/2023 (35d) |
| Next Dividend Date | 3/30/2023 (1d) ! |
| Implied Volatility (IV) 30d | 32.11 |
| Implied Volatility Rank (IVR) 1y | 25.40 |
| Implied Volatility Percentile (IVP) 1y | 7.54 |
| Historical Volatility (HV) 30d | 26.23 |
| IV / HV | 1.22 |
| Open Interest | 256.00 |
| Option Volume | 1.00 |
Data was calculated after the 3/28/2023 closing.
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