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Curtiss-Wright Corp CW 452.13 -45.63 -9.17%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $452.50
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±5.3% ±$23.98 $428.52 – $476.48 $422.45 – $482.55 $400.28 – $504.72
2 sessions Earnings ±5.8% ±$26.43 $426.07 – $478.93 $419.60 – $485.40 $395.21 – $509.79
3 sessions Earnings ±6.3% ±$28.73 $423.77 – $481.23 $417.11 – $487.89 $390.87 – $514.13
1 week Earnings ±7.0% ±$31.49 $421.01 – $483.99 $413.36 – $491.64 $386.25 – $518.75
2 weeks Earnings ±8.2% ±$36.88 $415.62 – $489.38 $406.93 – $498.07 $374.72 – $530.28
3 weeks Earnings ±9.1% ±$41.36 $411.14 – $493.86 $401.32 – $503.68 $365.62 – $539.38
1 month Earnings ±10.2% ±$45.97 $406.53 – $498.47 $395.44 – $509.56 $355.80 – $549.20
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. CW reports in 1 session; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±5.82%
Average actual move
3.78%
Beyond the implied move
1 / 4
Median IV change
-16.51%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±6.42% -2.48% 0.39× 51.0% → 42.5%
August 07, 2025 ±5.66% -7.04% 1.24× —
May 08, 2025 ±5.30% +4.41% 0.83× —
February 13, 2025 ±5.88% -1.17% 0.20× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →