Curtiss-Wright (CW)'s 30-day implied volatility (IV30) was 42.6% at the close on November 6, 2026, down from 45.4% the day before, against a 52-week range of 28.3% to 50.8%. Its 20-day historical volatility was 35.5%.
Key numbers
30-day implied volatility (IV30): 42.6%
IV30 52-week range: 28.3% to 50.8% (median 38.6%)
Historical volatility: 20-day 35.5%, 1-year 37.9%
Implied move by the nearest expiration: ±2.9%
Data as of November 6, 2026.
CW Implied Volatility (IV) vs Historical Volatility (HV)
The CW IV term structure shows the implied volatility difference between different maturity dates.
