thetaOwl

CW

Curtiss-Wright CorporationClose $760.23EOD only
Max Pain
$790.00
Next expiry Jul 17, 2026
Expected Move
±$46.40
6.1% from close
Price Gap
+29.77
Distance to max pain
IV Rank
2
Low premium
P/C OI
1.31
Slightly put-heavy
Consensus
No reports available
Published snapshot: Jul 2, 2026 close
End-of-day snapshot

This page reflects CW options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Jul 2, 2026 close
CW Options Chain
Data as of market close Jul 2, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 15)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
630.00157.00127.00134.400.000269.7%0.9270.0013-0.5790.2050.219
710.0045.3355.0059.900.0021046.9%0.7900.0041-0.7820.4290.207
720.0065.7745.3052.900.001347.4%0.7420.0046-0.8740.4810.196
730.0063.0038.0044.400.001244.2%0.7020.0053-0.8710.5160.188
740.0035.1431.3036.800.001141.9%0.6520.0059-0.8780.5510.176
750.0042.5425.0031.500.001142.7%0.5880.0061-0.9320.5790.160
760.0045.2719.0026.500.001442.9%0.5260.0062-0.9530.5930.143
770.0038.7014.0019.300.001538.6%0.4560.0069-0.8520.5900.126
780.0018.9010.0016.700.002040.7%0.3970.0064-0.8690.5740.109
790.009.556.2012.500.002339.2%0.3300.0062-0.7830.5390.092
800.0023.103.5010.200.001140.1%0.2780.0056-0.7380.4990.077
810.0014.501.1010.000.001244.4%0.2520.0048-0.7750.4750.070
820.0011.771.208.300.001345.2%0.2140.0043-0.7190.4340.059
830.007.150.206.200.001344.3%0.1710.0039-0.6140.3780.048
840.005.550.006.400.001348.6%0.1630.0034-0.6500.3660.045
850.006.000.005.500.001449.8%0.1400.0030-0.6020.3320.039
880.002.200.005.400.0011759.6%0.1190.0022-0.6380.2950.033
940.000.900.005.400.000165.9%0.0590.0012-0.4150.1740.016

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
560.002.600.005.200.000292.2%-0.0370.0006-0.3890.119-0.011
570.003.200.005.200.000287.8%-0.0380.0006-0.3850.124-0.012
600.001.200.006.300.001078.0%-0.0510.0009-0.4290.156-0.016
630.001.700.006.200.001264.7%-0.0600.0012-0.4020.176-0.018
650.003.120.004.500.0022052.1%-0.0540.0014-0.3000.164-0.017
660.004.800.005.400.001250.2%-0.0660.0017-0.3370.192-0.020
670.002.930.206.80-1.391560.3%-0.1260.0023-0.6530.309-0.039
680.005.840.608.100.001158.9%-0.1500.0027-0.7150.346-0.046
690.009.750.209.000.002556.1%-0.1700.0030-0.7390.377-0.053
700.005.831.508.40-3.0611749.4%-0.1790.0036-0.6700.389-0.055
710.0012.004.2010.100.001647.9%-0.2140.0041-0.7210.433-0.066
720.0032.006.2013.300.001248.6%-0.2630.0045-0.8180.485-0.081
730.0015.358.5014.900.001041045.5%-0.3020.0051-0.8150.519-0.093
740.0016.1011.2018.000.0011144.4%-0.3550.0056-0.8450.554-0.110
750.0017.5516.7021.600.0001043.2%-0.4120.0060-0.8560.580-0.128
760.0022.7520.8026.50-15.155843.3%-0.4740.0062-0.8710.593-0.148
770.0023.3026.6031.800.003343.1%-0.5360.0062-0.8580.592-0.168
790.0063.0036.6044.100.0003242.5%-0.6560.0058-0.7680.548-0.207
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.