Implied Volatility (Calls) (120-Day)
Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.
Curtiss-Wright Corporation (CW) had 120-Day Implied Volatility (Calls) of 0.4243 for 2026-08-28.
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