Curtiss-Wright Corporation (CW) Options Chain
The options chain displays all available contracts with end-of-day quotes, Greeks, volume, and open interest for each strike and expiration, and streams live quotes for traders who connect a broker. It is the primary tool for options trade selection.
Curtiss-Wright Corporation (CW) operates in the Industrials sector, specifically the Aerospace & Defense industry, with a market capitalization near $18.55B, listed on NYSE, employing roughly 9,100 people, carrying a beta of 0.88 to the broader market. Curtiss-Wright Corporation (CW), along with its affiliated entities, delivers highly engineered products, comprehensive solutions, and a variety of services to a global client base across the aerospace, defense, general industrial, and power generation sectors. Led by Lynn Bamford, public since 1980-03-17.
Snapshot as of Oct 14, 2026.
- Spot Price
- $502.80
- Total OI
- 2.7K
- Total Volume
- 24
- Front Expiration
- 37 days
- Second Expiration
- 65 days
- ATM IV
- 41.1%
- Avg Bid/Ask Spread
- 38.05%
As of Oct 14, 2026, Curtiss-Wright Corporation (CW) has 2.7K open contracts and 24 contracts traded. The nearest expiration is 37 days out, followed by 65 days. ATM implied volatility is 41.1%. Average bid/ask spread across the chain is 38.05%: wider spreads, size positions conservatively. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.
How CW options chain Data Feeds Strategy Selection
Strategy selection on Curtiss-Wright Corporation options does not derive from any single metric in isolation. The options chain view above sits inside a broader read: ATM IV currently sits at 41.1% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the options chain data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
How to read the CW chain depth
The listed-expirations table below shows every expiration available for Curtiss-Wright Corporation options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. CW front expiration sits at 37 days - the typical hedging horizon for monthly options. The backwardated slope of -0.019 means near-dated IV is pricing acute event risk.
CW chain mechanics and execution
Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the CW chain is 38.05% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.
Using the CW chain to build structures
Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. CW's current 11.78% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where dealer hedging will reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.
Learn how the options chain is reported and how to read the data →
CW listed expirations
Per-expiration ATM implied volatility for CW options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.
| Expiration | DTE | ATM IV |
|---|---|---|
| Oct 16, 2026 | 2 | 53.2% |
| Nov 20, 2026 | 37 | 41.1% |
| Dec 18, 2026 | 65 | 39.2% |
| Mar 19, 2027 | 156 | 38.8% |
| Dec 17, 2027 | 429 | 39.2% |
Frequently asked CW options chain questions
- What does the CW options chain show right now?
- As of Oct 14, 2026, Curtiss-Wright Corporation (CW) has 2.7K contracts outstanding and 24 traded today, with ATM IV of 41.1%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.
- What expirations are available for CW options?
- The nearest expiration is 37 days out, followed by 65 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.
- How tight are CW options bid/ask spreads?
- Average bid/ask spread across the chain is 38.05%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.