IntraAlpha
Create free account Start free

Curtiss-Wright Corporation CW

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-10-22T14:15:18.403Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:14:34.696548624Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:15:15.394173+00:00

Share price$477.20
1D-1.4%
$476$479$482$484$4875:30 AM6:30 AM9:00 AM1:00 PMCW
Sold putSold call

Curtiss-Wright Corporation options

Live interpolated CW call and put midpoint premiums by absolute delta.Curtiss-Wright Corporation$4.86$18.85$32.84$46.83$60.82$405.21$448.05$490.90$533.74$576.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CW spot · $477.20CW PRICE$6.37$8.54$10.84$13.27$16.50$19.43$22.88$26.83$31.21$36.06$42.13$48.66$56.18$6.77$8.71$11.10$13.87$16.78$20.27$23.94$27.50$32.11$37.52$43.73$50.34$56.79
PutsFair1.02×
CallsExpensive1.33×
SkewBullish-5.47 pp
Implied moveBearish±$46.82
TiltBalanced1.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ537.7645.1%14.0%435.6742.5%10.1%
25Δ525.5544.9%11.9%445.6540.9%8.4%
30Δ516.1945.3%10.4%453.7740.5%7.2%
35Δ506.2644.4%8.9%460.9141.0%6.3%
40Δ499.0146.2%8.0%468.0040.8%5.4%
45Δ490.6445.9%6.9%474.9941.1%4.7%
50Δ482.7546.0%6.0%481.9341.3%4.0%
55Δ474.8946.5%5.1%488.8340.7%3.3%
60Δ466.9446.9%4.4%496.1740.7%2.8%
65Δ458.7347.3%3.7%504.0341.1%2.2%
70Δ449.8148.4%3.1%512.5141.4%1.8%
75Δ440.4148.8%2.5%521.3241.3%1.3%
80Δ430.2249.0%1.9%529.9140.2%0.9%

20Δ

Calls
Pseudo strike
537.76
IV
45.1%
B/E move
14.0%
Puts
Pseudo strike
435.67
IV
42.5%
B/E move
10.1%

25Δ

Calls
Pseudo strike
525.55
IV
44.9%
B/E move
11.9%
Puts
Pseudo strike
445.65
IV
40.9%
B/E move
8.4%

30Δ

Calls
Pseudo strike
516.19
IV
45.3%
B/E move
10.4%
Puts
Pseudo strike
453.77
IV
40.5%
B/E move
7.2%

35Δ

Calls
Pseudo strike
506.26
IV
44.4%
B/E move
8.9%
Puts
Pseudo strike
460.91
IV
41.0%
B/E move
6.3%

40Δ

Calls
Pseudo strike
499.01
IV
46.2%
B/E move
8.0%
Puts
Pseudo strike
468.00
IV
40.8%
B/E move
5.4%

45Δ

Calls
Pseudo strike
490.64
IV
45.9%
B/E move
6.9%
Puts
Pseudo strike
474.99
IV
41.1%
B/E move
4.7%

50Δ

Calls
Pseudo strike
482.75
IV
46.0%
B/E move
6.0%
Puts
Pseudo strike
481.93
IV
41.3%
B/E move
4.0%

55Δ

Calls
Pseudo strike
474.89
IV
46.5%
B/E move
5.1%
Puts
Pseudo strike
488.83
IV
40.7%
B/E move
3.3%

60Δ

Calls
Pseudo strike
466.94
IV
46.9%
B/E move
4.4%
Puts
Pseudo strike
496.17
IV
40.7%
B/E move
2.8%

65Δ

Calls
Pseudo strike
458.73
IV
47.3%
B/E move
3.7%
Puts
Pseudo strike
504.03
IV
41.1%
B/E move
2.2%

70Δ

Calls
Pseudo strike
449.81
IV
48.4%
B/E move
3.1%
Puts
Pseudo strike
512.51
IV
41.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
440.41
IV
48.8%
B/E move
2.5%
Puts
Pseudo strike
521.32
IV
41.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
430.22
IV
49.0%
B/E move
1.9%
Puts
Pseudo strike
529.91
IV
40.2%
B/E move
0.9%

Options history

No recorded observations