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HEICO CORP CL A HEI.A

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Market datapartial · fetched 2026-10-22T16:42:32.558Z

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 · 2026-10-22T16:41:56.916332443Z

FundamentalsAlpha Vantage · unavailable

Share price$226.21
1D+0.3%
$223$224$225$226$2275:30 AM6:30 AM9:00 AM1:00 PMHEI.A
Sold putSold call

HEICO CORP CL A options

Live interpolated HEI.A call and put midpoint premiums by absolute delta.HEICO CORP CL A$3.37$9.74$16.12$22.49$28.86$191.70$209.90$228.10$246.31$264.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HEI.A spot · $226.21HEI.A PRICE$4.31$5.50$6.69$7.88$9.07$10.26$11.45$12.64$13.83$15.03$16.22$17.41$18.60$4.06$4.77$5.48$6.19$6.91$7.62$8.33$9.21$12.77$16.33$19.90$23.46$27.03
PutsExpensive1.47×
CallsExpensive1.66×
SkewBullish-5.93 pp
Implied moveBullish±$19.78
TiltBalanced1.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ281.2465.0%26.2%184.3870.8%20.3%
25Δ275.4962.3%24.2%190.9564.8%17.7%
30Δ269.7359.6%22.2%197.5258.7%15.1%
35Δ263.9857.0%20.2%204.0952.7%12.5%
40Δ258.2354.3%18.2%210.6646.7%9.9%
45Δ252.4751.6%16.1%217.2440.6%7.3%
50Δ246.7248.9%14.1%223.8134.6%4.7%
55Δ240.9646.2%12.1%230.2529.0%2.3%
60Δ235.2143.6%10.1%234.5330.0%2.0%
65Δ229.4640.9%8.1%238.8231.1%1.6%
70Δ223.7038.2%6.1%243.1032.2%1.3%
75Δ217.9535.5%4.0%247.3933.3%1.0%
80Δ212.1932.8%2.0%251.6734.3%0.7%

20Δ

Calls
Pseudo strike
281.24
IV
65.0%
B/E move
26.2%
Puts
Pseudo strike
184.38
IV
70.8%
B/E move
20.3%

25Δ

Calls
Pseudo strike
275.49
IV
62.3%
B/E move
24.2%
Puts
Pseudo strike
190.95
IV
64.8%
B/E move
17.7%

30Δ

Calls
Pseudo strike
269.73
IV
59.6%
B/E move
22.2%
Puts
Pseudo strike
197.52
IV
58.7%
B/E move
15.1%

35Δ

Calls
Pseudo strike
263.98
IV
57.0%
B/E move
20.2%
Puts
Pseudo strike
204.09
IV
52.7%
B/E move
12.5%

40Δ

Calls
Pseudo strike
258.23
IV
54.3%
B/E move
18.2%
Puts
Pseudo strike
210.66
IV
46.7%
B/E move
9.9%

45Δ

Calls
Pseudo strike
252.47
IV
51.6%
B/E move
16.1%
Puts
Pseudo strike
217.24
IV
40.6%
B/E move
7.3%

50Δ

Calls
Pseudo strike
246.72
IV
48.9%
B/E move
14.1%
Puts
Pseudo strike
223.81
IV
34.6%
B/E move
4.7%

55Δ

Calls
Pseudo strike
240.96
IV
46.2%
B/E move
12.1%
Puts
Pseudo strike
230.25
IV
29.0%
B/E move
2.3%

60Δ

Calls
Pseudo strike
235.21
IV
43.6%
B/E move
10.1%
Puts
Pseudo strike
234.53
IV
30.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
229.46
IV
40.9%
B/E move
8.1%
Puts
Pseudo strike
238.82
IV
31.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
223.70
IV
38.2%
B/E move
6.1%
Puts
Pseudo strike
243.10
IV
32.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
217.95
IV
35.5%
B/E move
4.0%
Puts
Pseudo strike
247.39
IV
33.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
212.19
IV
32.8%
B/E move
2.0%
Puts
Pseudo strike
251.67
IV
34.3%
B/E move
0.7%

Options history

No recorded observations