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Curtiss-Wright Corp. CW

i

Market dataready · fetched 2026-11-12T00:53:14.886Z

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 · 2026-11-12T00:00:00.002215653Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:53:14.386813+00:00

Share price$479.42
1D-0.4%
AH$476$478$480$482$4845:30 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.$3.28$11.34$19.39$27.45$35.51$419.69$449.08$478.48$507.88$537.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CW spot · $479.42CW PRICE$4.15$5.31$6.71$8.07$9.42$11.47$13.51$15.80$18.19$21.25$25.00$28.92$32.94$4.31$5.65$7.06$8.54$10.17$11.93$13.75$15.80$17.84$20.90$24.31$28.52$33.19
PutsCheap0.69×
CallsCheap0.77×
SkewBullish-3.27 pp
Implied moveBalanced±$27.26
TiltBalanced0.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ515.6151.5%8.4%450.8649.3%6.9%
25Δ507.0048.8%6.9%457.0848.2%5.8%
30Δ501.0248.6%5.9%462.6847.2%5.0%
35Δ495.4347.3%5.0%467.7546.1%4.2%
40Δ489.9545.7%4.2%472.4145.2%3.6%
45Δ485.5646.3%3.7%476.7444.5%3.0%
50Δ481.1746.8%3.2%480.9943.7%2.5%
55Δ476.7346.9%2.7%484.9942.8%2.1%
60Δ472.2746.9%2.3%489.0041.9%1.7%
65Δ467.4247.5%1.9%493.5542.1%1.4%
70Δ462.1648.8%1.6%498.2842.6%1.1%
75Δ456.7449.1%1.3%503.7143.1%0.9%
80Δ451.1948.7%1.0%509.5443.5%0.6%

20Δ

Calls
Pseudo strike
515.61
IV
51.5%
B/E move
8.4%
Puts
Pseudo strike
450.86
IV
49.3%
B/E move
6.9%

25Δ

Calls
Pseudo strike
507.00
IV
48.8%
B/E move
6.9%
Puts
Pseudo strike
457.08
IV
48.2%
B/E move
5.8%

30Δ

Calls
Pseudo strike
501.02
IV
48.6%
B/E move
5.9%
Puts
Pseudo strike
462.68
IV
47.2%
B/E move
5.0%

35Δ

Calls
Pseudo strike
495.43
IV
47.3%
B/E move
5.0%
Puts
Pseudo strike
467.75
IV
46.1%
B/E move
4.2%

40Δ

Calls
Pseudo strike
489.95
IV
45.7%
B/E move
4.2%
Puts
Pseudo strike
472.41
IV
45.2%
B/E move
3.6%

45Δ

Calls
Pseudo strike
485.56
IV
46.3%
B/E move
3.7%
Puts
Pseudo strike
476.74
IV
44.5%
B/E move
3.0%

50Δ

Calls
Pseudo strike
481.17
IV
46.8%
B/E move
3.2%
Puts
Pseudo strike
480.99
IV
43.7%
B/E move
2.5%

55Δ

Calls
Pseudo strike
476.73
IV
46.9%
B/E move
2.7%
Puts
Pseudo strike
484.99
IV
42.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
472.27
IV
46.9%
B/E move
2.3%
Puts
Pseudo strike
489.00
IV
41.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
467.42
IV
47.5%
B/E move
1.9%
Puts
Pseudo strike
493.55
IV
42.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
462.16
IV
48.8%
B/E move
1.6%
Puts
Pseudo strike
498.28
IV
42.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
456.74
IV
49.1%
B/E move
1.3%
Puts
Pseudo strike
503.71
IV
43.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
451.19
IV
48.7%
B/E move
1.0%
Puts
Pseudo strike
509.54
IV
43.5%
B/E move
0.6%

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%