Curtiss-Wright (CW)'s 30-day implied volatility (IV30) was 40.5% at the close on October 16, 2026, up from 40.0% the day before, against a 52-week range of 28.3% to 50.8%. Its 20-day historical volatility was 29.7%.
Key numbers
30-day implied volatility (IV30): 40.5%
IV30 52-week range: 28.3% to 50.8% (median 38.3%)
Historical volatility: 20-day 29.7%, 1-year 38.1%
Implied move by the nearest expiration: ±2.3%
Data as of October 16, 2026.
CW Implied Volatility (IV) vs Historical Volatility (HV)
The CW IV term structure shows the implied volatility difference between different maturity dates.
