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HEICO CORP CL A HEI.A

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Market datapartial · fetched 2026-10-22T17:46:38.350Z

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 · 2026-10-22T17:46:08.130780546Z

FundamentalsAlpha Vantage · unavailable

Share price$224.58
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$2.01$7.25$12.49$17.73$22.98$197.11$209.95$222.80$235.64$248.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HEI.A spot · $224.58HEI.A PRICE$2.57$3.38$4.18$4.98$6.10$7.39$8.68$9.97$11.70$13.94$16.18$18.85$3.50$3.94$4.38$4.82$5.62$6.65$7.67$8.70$10.06$12.58$15.09$17.69$21.47
PutsExpensive1.21×
CallsFair1.02×
SkewBearish+5.63 pp
Implied moveBalanced±$15.06
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ187.0465.3%18.3%
25Δ238.2327.1%7.2%196.7454.7%14.2%
30Δ235.7727.6%6.5%206.4344.2%10.0%
35Δ233.3028.0%5.7%216.1333.7%5.9%
40Δ230.8328.5%5.0%221.3729.2%3.9%
45Δ228.4229.0%4.4%223.6628.7%3.4%
50Δ226.0329.4%3.9%225.9428.2%2.8%
55Δ223.6529.9%3.5%228.2227.6%2.3%
60Δ221.2630.4%3.0%230.7027.5%1.8%
65Δ218.5631.0%2.5%233.8728.8%1.5%
70Δ215.4931.7%2.2%237.0430.1%1.2%
75Δ212.4232.5%1.8%240.2931.4%0.9%
80Δ208.9533.3%1.4%244.7232.0%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
187.04
IV
65.3%
B/E move
18.3%

25Δ

Calls
Pseudo strike
238.23
IV
27.1%
B/E move
7.2%
Puts
Pseudo strike
196.74
IV
54.7%
B/E move
14.2%

30Δ

Calls
Pseudo strike
235.77
IV
27.6%
B/E move
6.5%
Puts
Pseudo strike
206.43
IV
44.2%
B/E move
10.0%

35Δ

Calls
Pseudo strike
233.30
IV
28.0%
B/E move
5.7%
Puts
Pseudo strike
216.13
IV
33.7%
B/E move
5.9%

40Δ

Calls
Pseudo strike
230.83
IV
28.5%
B/E move
5.0%
Puts
Pseudo strike
221.37
IV
29.2%
B/E move
3.9%

45Δ

Calls
Pseudo strike
228.42
IV
29.0%
B/E move
4.4%
Puts
Pseudo strike
223.66
IV
28.7%
B/E move
3.4%

50Δ

Calls
Pseudo strike
226.03
IV
29.4%
B/E move
3.9%
Puts
Pseudo strike
225.94
IV
28.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
223.65
IV
29.9%
B/E move
3.5%
Puts
Pseudo strike
228.22
IV
27.6%
B/E move
2.3%

60Δ

Calls
Pseudo strike
221.26
IV
30.4%
B/E move
3.0%
Puts
Pseudo strike
230.70
IV
27.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
218.56
IV
31.0%
B/E move
2.5%
Puts
Pseudo strike
233.87
IV
28.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
215.49
IV
31.7%
B/E move
2.2%
Puts
Pseudo strike
237.04
IV
30.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
212.42
IV
32.5%
B/E move
1.8%
Puts
Pseudo strike
240.29
IV
31.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
208.95
IV
33.3%
B/E move
1.4%
Puts
Pseudo strike
244.72
IV
32.0%
B/E move
0.6%

Options history

No recorded observations