What move does the options market price into Curtiss Wright's report?

Implied ±5.6%, either direction.

CWNYSEMisc Industrial & Commercial Machinery & Equipment

Curtiss Wright Corp (CW) earnings date, market-implied expected move, and options open interest by expiry

473.74

−23.00 · −4.63%

post 473.74 0.00%

Closed16:00 ET

Open495.99Volume261,052Mkt cap$17.6BP/E32.45EPS14.60Div yield0.21%

Day473.74 – 495.990%52-wk453.43 – 807.776%

Curtiss Wright Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±5.6%implied · report alone

449.46502.56

straddle ±8.3%

spot 476.01exp Nov 20ATM strike 480ATM straddle 46.35IV 51%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

before open · in 5 days

est.Q3 FY26

Calendar

Next report

Last report

−4.59%

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

−1.75%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

948 managers

Top fund weight

0.77%

CW weight · MDY

N-PORTJun 30 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Curtiss Wright (CW) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 6 '26confirmed—▼−4.59%—

quarterimplied−5%0+5%realized×

Q2 FY26—▼−4.59%—

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 3 expiries · Oct 27 close

0.41OI · 3 expiries · Oct 27 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

3050%Nov 2020d7400%

2670%Dec 1848d2.04131+2%2.04

2400%Mar 19139d1.31183−1%1.31

ExpiryPutsCallsP/C

Nov 2020d3050%7400%0.41

Dec 1848d2670%131+2%2.04

Mar 19139d2400%183−1%1.31

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±8.3%

Funds 4

MDY±0.1%

FTC±0.1%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

16.36%as filednet margin · revenue +1.13% QoQ · +5.41% YoY

Revenue

$924M+1.13% QoQ

Gross profit

$364M+9.84% QoQ

39.40% margin

Operating income

$179M+12.03% QoQ

19.34% margin

Pre-tax income

$194M+23.15% QoQ

Net income

$151M+17.93% QoQ

16.36% margin

Cost of revenue

$560M−3.83% QoQ

Operating expenses

$185M+7.81% QoQ

SG&A $160M

R&D $25M

Tax

$43M+45.80% QoQ

Other income

$16M+994.72% QoQ

Revenue$924M+1.13%

Gross profit

$364M+9.84%

39.40% margin

Operating income

$179M+12.03%

19.34% margin

Pre-tax income

$194M+23.15%

Net income

$151M+17.93%

16.36% margin

Cost of revenue

$560M−3.83%

Operating expenses

$185M+7.81%

SG&A $160M

R&D $25M

Other income$16M+994.72%

Tax$43M+45.80%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.29· ±1.8% vs ±1.4% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.8%5 of 10×1.29

FOMCrate decision±1.7%15 of 24×1.28

PCEpersonal income & outlays±1.7%12 of 19×1.21

GDPgross domestic product±1.6%13 of 19×1.19

CPIconsumer prices±1.5%7 of 10×1.07

NFPjobs report±1.3%5 of 10×0.93

CPROFcorporate profits±1.1%7 of 12×0.78

Bar = avg |move| to ±2% · tick = ±1.4% avg day · ×base = |move| ÷ ±1.4% · min 6 releases

Earnings history

EPS 4.07 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	4.07	—
Q1 FY26	—	3.46	—
Q3 FY25	—	3.31	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod