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HEICO Corporation HEI

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-12T03:16:22.488Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.003047309Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T03:16:22.134163+00:00

Share price$349.35
1D+1.8%
AH$341$343$346$348$3505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHEI
Sold putSold callAH

HEICO Corporation options

Live interpolated HEI call and put midpoint premiums by absolute delta.HEICO Corporation$1.60$6.15$10.69$15.24$19.79$319.30$333.45$347.61$361.76$375.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HEI spot · $349.35HEI PRICE$2.09$2.75$3.42$4.29$5.16$6.03$6.89$8.39$9.93$11.47$13.01$15.61$18.40$2.69$3.30$3.91$4.82$5.74$6.65$7.61$9.06$10.50$11.95$13.40$15.88$18.48
PutsExpensive1.09×
CallsCheap0.86×
SkewBearish+1.22 pp
Implied moveBearish±$14.50
TiltBearish3.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ366.8534.1%5.6%331.0242.7%6.0%
25Δ363.4433.9%4.8%335.4739.5%4.9%
30Δ360.0333.7%4.0%339.9136.4%3.8%
35Δ357.5533.4%3.6%342.5135.6%3.3%
40Δ355.0933.1%3.1%345.0734.9%2.9%
45Δ352.6232.8%2.7%347.6334.2%2.4%
50Δ350.1632.5%2.2%350.1833.5%1.9%
55Δ347.7132.9%1.9%352.5733.3%1.7%
60Δ345.2733.4%1.7%354.9733.1%1.4%
65Δ342.8333.9%1.4%357.3633.0%1.1%
70Δ340.3834.3%1.2%359.7532.8%0.9%
75Δ337.0635.0%0.9%362.9132.7%0.7%
80Δ333.5735.7%0.7%366.1632.7%0.5%

20Δ

Calls
Pseudo strike
366.85
IV
34.1%
B/E move
5.6%
Puts
Pseudo strike
331.02
IV
42.7%
B/E move
6.0%

25Δ

Calls
Pseudo strike
363.44
IV
33.9%
B/E move
4.8%
Puts
Pseudo strike
335.47
IV
39.5%
B/E move
4.9%

30Δ

Calls
Pseudo strike
360.03
IV
33.7%
B/E move
4.0%
Puts
Pseudo strike
339.91
IV
36.4%
B/E move
3.8%

35Δ

Calls
Pseudo strike
357.55
IV
33.4%
B/E move
3.6%
Puts
Pseudo strike
342.51
IV
35.6%
B/E move
3.3%

40Δ

Calls
Pseudo strike
355.09
IV
33.1%
B/E move
3.1%
Puts
Pseudo strike
345.07
IV
34.9%
B/E move
2.9%

45Δ

Calls
Pseudo strike
352.62
IV
32.8%
B/E move
2.7%
Puts
Pseudo strike
347.63
IV
34.2%
B/E move
2.4%

50Δ

Calls
Pseudo strike
350.16
IV
32.5%
B/E move
2.2%
Puts
Pseudo strike
350.18
IV
33.5%
B/E move
1.9%

55Δ

Calls
Pseudo strike
347.71
IV
32.9%
B/E move
1.9%
Puts
Pseudo strike
352.57
IV
33.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
345.27
IV
33.4%
B/E move
1.7%
Puts
Pseudo strike
354.97
IV
33.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
342.83
IV
33.9%
B/E move
1.4%
Puts
Pseudo strike
357.36
IV
33.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
340.38
IV
34.3%
B/E move
1.2%
Puts
Pseudo strike
359.75
IV
32.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
337.06
IV
35.0%
B/E move
0.9%
Puts
Pseudo strike
362.91
IV
32.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
333.57
IV
35.7%
B/E move
0.7%
Puts
Pseudo strike
366.16
IV
32.7%
B/E move
0.5%

Options history

IV · four-Friday blend34.57%
Daily close
HEI27.3%32.6%37.9%2026-08-13: 34.31%2026-08-14: 33.79%2026-08-17: 34.36%2026-08-18: 34.73%2026-08-19: 35.72%2026-08-20: 37.13%2026-08-21: 35.80%2026-08-24: 35.64%2026-08-25: 35.68%2026-08-26: 29.03%2026-08-27: 29.23%2026-08-28: 28.38%2026-08-31: 28.60%2026-09-01: 28.68%2026-09-02: 28.68%2026-09-03: 28.54%2026-09-04: 28.47%2026-09-08: 29.15%2026-09-09: 29.08%2026-09-10: 29.06%2026-09-11: 28.00%2026-09-14: 29.59%2026-09-15: 31.43%2026-09-16: 31.14%2026-09-18: 30.38%2026-09-21: 30.51%2026-09-22: 31.34%2026-09-23: 31.26%2026-09-24: 30.96%2026-09-25: 30.38%2026-09-28: 31.00%2026-09-29: 30.72%2026-09-30: 30.56%2026-10-01: 30.53%2026-10-02: 29.58%2026-10-05: 30.02%2026-10-06: 29.32%2026-10-07: 29.43%2026-10-08: 29.34%2026-10-09: 29.38%2026-10-12: 30.19%2026-10-13: 30.65%2026-10-14: 32.28%2026-10-16: 32.02%2026-10-19: 32.39%2026-10-20: 32.25%2026-10-21: 31.75%2026-10-22: 32.94%2026-10-23: 33.75%2026-10-26: 33.62%2026-10-27: 32.99%2026-10-28: 32.79%2026-10-29: 31.77%2026-10-30: 34.57%Aug 13Sep 22Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
34.31%
33.79%
34.36%
34.73%
35.72%
37.13%
35.80%
35.64%
35.68%
29.03%
29.23%
28.38%
28.60%
28.68%
28.68%
28.54%
28.47%
29.15%
29.08%
29.06%
28.00%
29.59%
31.43%
31.14%
30.38%
30.51%
31.34%
31.26%
30.96%
30.38%
31.00%
30.72%
30.56%
30.53%
29.58%
30.02%
29.32%
29.43%
29.34%
29.38%
30.19%
30.65%
32.28%
32.02%
32.39%
32.25%
31.75%
32.94%
33.75%
33.62%
32.99%
32.79%
31.77%
34.57%