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HEICO Corporation HEI

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Market datapartial · fetched 2026-10-22T23:31:42.278Z

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 · 2026-10-22T23:00:00.002311745Z

FundamentalsAlpha Vantage · unavailable

Share price$300.02
1D+0.8%
AH$294$295$297$299$3015:30 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$2.20$8.74$15.28$21.81$28.35$268.09$284.04$299.98$315.92$331.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HEI spot · $300.02HEI PRICE$2.91$3.77$4.68$5.58$6.84$8.40$9.96$11.58$13.33$15.07$17.22$20.35$23.47$3.16$4.24$5.31$6.60$8.04$9.48$11.06$12.73$14.40$16.59$19.29$21.98$26.47
PutsFair1.03×
CallsExpensive1.08×
SkewNeutral+0.10 pp
Implied moveBearish±$21.02
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ326.3531.9%9.7%280.0532.1%7.7%
25Δ320.6731.2%8.1%284.1831.7%6.7%
30Δ316.2330.2%7.0%288.3131.3%5.7%
35Δ311.9629.3%5.8%292.0031.1%4.9%
40Δ308.3029.2%5.0%295.3931.1%4.2%
45Δ305.1529.9%4.5%298.7731.1%3.6%
50Δ302.0130.6%4.0%302.0430.7%3.0%
55Δ298.8230.9%3.5%305.2530.2%2.5%
60Δ295.5630.5%3.0%308.4629.6%2.0%
65Δ292.3030.2%2.4%311.9429.4%1.6%
70Δ288.7830.0%2.0%315.6829.4%1.2%
75Δ284.6430.6%1.7%319.4229.4%0.9%
80Δ280.5031.2%1.3%324.7630.0%0.6%

20Δ

Calls
Pseudo strike
326.35
IV
31.9%
B/E move
9.7%
Puts
Pseudo strike
280.05
IV
32.1%
B/E move
7.7%

25Δ

Calls
Pseudo strike
320.67
IV
31.2%
B/E move
8.1%
Puts
Pseudo strike
284.18
IV
31.7%
B/E move
6.7%

30Δ

Calls
Pseudo strike
316.23
IV
30.2%
B/E move
7.0%
Puts
Pseudo strike
288.31
IV
31.3%
B/E move
5.7%

35Δ

Calls
Pseudo strike
311.96
IV
29.3%
B/E move
5.8%
Puts
Pseudo strike
292.00
IV
31.1%
B/E move
4.9%

40Δ

Calls
Pseudo strike
308.30
IV
29.2%
B/E move
5.0%
Puts
Pseudo strike
295.39
IV
31.1%
B/E move
4.2%

45Δ

Calls
Pseudo strike
305.15
IV
29.9%
B/E move
4.5%
Puts
Pseudo strike
298.77
IV
31.1%
B/E move
3.6%

50Δ

Calls
Pseudo strike
302.01
IV
30.6%
B/E move
4.0%
Puts
Pseudo strike
302.04
IV
30.7%
B/E move
3.0%

55Δ

Calls
Pseudo strike
298.82
IV
30.9%
B/E move
3.5%
Puts
Pseudo strike
305.25
IV
30.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
295.56
IV
30.5%
B/E move
3.0%
Puts
Pseudo strike
308.46
IV
29.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
292.30
IV
30.2%
B/E move
2.4%
Puts
Pseudo strike
311.94
IV
29.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
288.78
IV
30.0%
B/E move
2.0%
Puts
Pseudo strike
315.68
IV
29.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
284.64
IV
30.6%
B/E move
1.7%
Puts
Pseudo strike
319.42
IV
29.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
280.50
IV
31.2%
B/E move
1.3%
Puts
Pseudo strike
324.76
IV
30.0%
B/E move
0.6%

Options history

No recorded observations