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HEICO Corporation HEI

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Market datapartial · fetched 2026-10-22T18:12:16.328Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:11:47.247398639Z

FundamentalsAlpha Vantage · unavailable

Share price$296.50
1D-0.4%
$294$295$297$298$2995:30 AM6:30 AM9:00 AM1:00 PMHEI
Sold putSold call

HEICO Corporation options

Live interpolated HEI call and put midpoint premiums by absolute delta.HEICO Corporation$1.86$9.26$16.66$24.06$31.46$264.29$280.07$295.86$311.64$327.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HEI spot · $296.50HEI PRICE$2.66$3.63$4.61$5.73$7.01$8.30$9.67$11.14$12.61$14.31$16.64$18.98$21.88$2.86$3.94$5.16$6.39$7.81$9.36$10.90$12.98$15.48$17.98$21.32$24.83$29.33
PutsFair1.04×
CallsExpensive1.06×
SkewBearish+1.54 pp
Implied moveBearish±$20.57
TiltBearish10.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ320.2229.6%8.9%278.1329.3%7.2%
25Δ316.1429.7%7.8%282.1229.4%6.2%
30Δ312.1729.9%6.8%285.4430.0%5.5%
35Δ308.4930.1%6.0%288.7530.5%4.8%
40Δ305.1630.3%5.3%292.0330.7%4.1%
45Δ301.8230.5%4.6%295.2830.7%3.6%
50Δ298.5830.3%4.0%298.5430.7%3.0%
55Δ295.4429.9%3.4%302.0231.0%2.5%
60Δ292.3129.4%2.8%305.7031.6%2.1%
65Δ289.1029.0%2.3%309.3832.3%1.7%
70Δ285.6729.0%2.0%313.7932.7%1.4%
75Δ282.2429.0%1.6%318.3533.1%1.0%
80Δ278.3229.0%1.3%323.8233.5%0.7%

20Δ

Calls
Pseudo strike
320.22
IV
29.6%
B/E move
8.9%
Puts
Pseudo strike
278.13
IV
29.3%
B/E move
7.2%

25Δ

Calls
Pseudo strike
316.14
IV
29.7%
B/E move
7.8%
Puts
Pseudo strike
282.12
IV
29.4%
B/E move
6.2%

30Δ

Calls
Pseudo strike
312.17
IV
29.9%
B/E move
6.8%
Puts
Pseudo strike
285.44
IV
30.0%
B/E move
5.5%

35Δ

Calls
Pseudo strike
308.49
IV
30.1%
B/E move
6.0%
Puts
Pseudo strike
288.75
IV
30.5%
B/E move
4.8%

40Δ

Calls
Pseudo strike
305.16
IV
30.3%
B/E move
5.3%
Puts
Pseudo strike
292.03
IV
30.7%
B/E move
4.1%

45Δ

Calls
Pseudo strike
301.82
IV
30.5%
B/E move
4.6%
Puts
Pseudo strike
295.28
IV
30.7%
B/E move
3.6%

50Δ

Calls
Pseudo strike
298.58
IV
30.3%
B/E move
4.0%
Puts
Pseudo strike
298.54
IV
30.7%
B/E move
3.0%

55Δ

Calls
Pseudo strike
295.44
IV
29.9%
B/E move
3.4%
Puts
Pseudo strike
302.02
IV
31.0%
B/E move
2.5%

60Δ

Calls
Pseudo strike
292.31
IV
29.4%
B/E move
2.8%
Puts
Pseudo strike
305.70
IV
31.6%
B/E move
2.1%

65Δ

Calls
Pseudo strike
289.10
IV
29.0%
B/E move
2.3%
Puts
Pseudo strike
309.38
IV
32.3%
B/E move
1.7%

70Δ

Calls
Pseudo strike
285.67
IV
29.0%
B/E move
2.0%
Puts
Pseudo strike
313.79
IV
32.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
282.24
IV
29.0%
B/E move
1.6%
Puts
Pseudo strike
318.35
IV
33.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
278.32
IV
29.0%
B/E move
1.3%
Puts
Pseudo strike
323.82
IV
33.5%
B/E move
0.7%

Options history

No recorded observations