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Curtiss-Wright Corp CW 452.13 -45.63 -9.17%

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ATM IV
0.429
Put Call Ratio (OI)
0.656
Put Call Ratio (Vol)
0.703
IV Rank
52.3
IV Percentile
80.5
Max pain
530

Gamma exposure (2026-11-04)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
16.0
408.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-707.5
707.5
View values by strike
CW · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
310.00 0 -213
330.00 0 -2 K
340.00 189 -10.2 K
350.00 1.91 K -1.33 K
360.00 556 -16.1 K
370.00 856 -14.2 K
380.00 0 -20 K
390.00 499 -20.1 K
400.00 540 -25.2 K
410.00 0 -26 K
420.00 0 -35.1 K
430.00 1.03 K -16.3 K
440.00 1.48 K -41.1 K
450.00 10.8 K -33.8 K
460.00 6.33 K -34.7 K
470.00 12 K -154 K
480.00 19.8 K -90.7 K
490.00 9.97 K -13.1 K
500.00 26.1 K -25.7 K
510.00 12.6 K -7.5 K
520.00 32.4 K -12.1 K
530.00 11.1 K -5.78 K
540.00 10.8 K -9.42 K
550.00 139 K -6.9 K
560.00 96.4 K -11.5 K
570.00 6.46 K -12 K
580.00 16.9 K -20.9 K
590.00 3.97 K -4.05 K
600.00 7.29 K -5.77 K
610.00 2.23 K -4.49 K
620.00 18.1 K -475
630.00 2.95 K -1.48 K
640.00 25.8 K -427
650.00 6.34 K -19.4 K
660.00 7.98 K -1.78 K
670.00 1.28 K -494
680.00 6.43 K 0
690.00 26.7 K 0
700.00 6.94 K 0
710.00 2.29 K 0
720.00 2.33 K 0
730.00 199 0
740.00 7.8 K 0
750.00 5.27 K 0
760.00 9.29 K 0
770.00 141 0
780.00 444 0
800.00 7.69 K 0
810.00 182 0
820.00 794 0
830.00 438 0
840.00 1.29 K 0
850.00 475 0
860.00 468 0
900.00 711 0
940.00 94.5 0
960.00 151 0
980.00 203 0
1000.00 705 0
1020.00 52.5 0
1060.00 46 0
1080.00 104 0
1120.00 98.4 0