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Curtiss-Wright Corp. CW

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-05T21:58:20.226Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-05T21:10:00.002601821Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-05T21:58:18.246734+00:00

Share price$433.87
1D-8.8%
AH$430$442$455$467$4795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCW
Sold putSold callAH

Curtiss-Wright Corp. options

Live interpolated CW call and put midpoint premiums by absolute delta.Curtiss-Wright Corp.$4.01$14.78$25.56$36.33$47.10$369.50$406.73$443.96$481.19$518.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CW spot · $433.87CW PRICE$5.18$6.49$8.53$10.57$12.65$14.97$17.51$20.27$23.58$27.04$30.69$36.27$43.99$5.76$6.81$8.52$10.40$12.15$14.14$16.75$19.48$22.57$25.96$30.03$34.77$40.44
PutsCheap0.81×
CallsExpensive1.19×
SkewBullish-7.37 pp
Implied moveBullish±$34.26
TiltBalanced2.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ480.9055.6%12.0%397.5855.6%9.7%
25Δ469.1151.9%9.6%407.9949.5%7.5%
30Δ462.7353.4%8.6%414.7648.0%6.4%
35Δ456.1053.9%7.6%420.6247.5%5.5%
40Δ449.3453.6%6.5%426.0945.8%4.6%
45Δ443.1553.3%5.6%431.4244.6%3.8%
50Δ437.1153.1%4.8%436.3744.7%3.3%
55Δ431.2253.0%4.1%441.3744.7%2.8%
60Δ425.2653.2%3.4%446.4844.5%2.3%
65Δ419.2753.3%2.9%451.7844.3%1.9%
70Δ413.2452.5%2.3%457.5044.3%1.5%
75Δ405.7554.2%1.9%463.7944.3%1.1%
80Δ396.4957.4%1.5%470.8744.6%0.8%

20Δ

Calls
Pseudo strike
480.90
IV
55.6%
B/E move
12.0%
Puts
Pseudo strike
397.58
IV
55.6%
B/E move
9.7%

25Δ

Calls
Pseudo strike
469.11
IV
51.9%
B/E move
9.6%
Puts
Pseudo strike
407.99
IV
49.5%
B/E move
7.5%

30Δ

Calls
Pseudo strike
462.73
IV
53.4%
B/E move
8.6%
Puts
Pseudo strike
414.76
IV
48.0%
B/E move
6.4%

35Δ

Calls
Pseudo strike
456.10
IV
53.9%
B/E move
7.6%
Puts
Pseudo strike
420.62
IV
47.5%
B/E move
5.5%

40Δ

Calls
Pseudo strike
449.34
IV
53.6%
B/E move
6.5%
Puts
Pseudo strike
426.09
IV
45.8%
B/E move
4.6%

45Δ

Calls
Pseudo strike
443.15
IV
53.3%
B/E move
5.6%
Puts
Pseudo strike
431.42
IV
44.6%
B/E move
3.8%

50Δ

Calls
Pseudo strike
437.11
IV
53.1%
B/E move
4.8%
Puts
Pseudo strike
436.37
IV
44.7%
B/E move
3.3%

55Δ

Calls
Pseudo strike
431.22
IV
53.0%
B/E move
4.1%
Puts
Pseudo strike
441.37
IV
44.7%
B/E move
2.8%

60Δ

Calls
Pseudo strike
425.26
IV
53.2%
B/E move
3.4%
Puts
Pseudo strike
446.48
IV
44.5%
B/E move
2.3%

65Δ

Calls
Pseudo strike
419.27
IV
53.3%
B/E move
2.9%
Puts
Pseudo strike
451.78
IV
44.3%
B/E move
1.9%

70Δ

Calls
Pseudo strike
413.24
IV
52.5%
B/E move
2.3%
Puts
Pseudo strike
457.50
IV
44.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
405.75
IV
54.2%
B/E move
1.9%
Puts
Pseudo strike
463.79
IV
44.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
396.49
IV
57.4%
B/E move
1.5%
Puts
Pseudo strike
470.87
IV
44.6%
B/E move
0.8%

Options history

IV · four-Friday blend44.18%
Daily EOD
CW39.2%41.9%44.6%2026-10-19: 39.56%2026-10-20: 39.89%2026-10-21: 39.98%2026-10-22: 40.80%2026-10-23: 41.55%2026-10-26: 42.15%2026-10-27: 41.68%2026-10-28: 42.48%2026-10-29: 41.43%2026-10-30: 44.18%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.56%
39.89%
39.98%
40.80%
41.55%
42.15%
41.68%
42.48%
41.43%
44.18%