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HEI - Heico
Implied Volatility Analysis

Implied Volatility:
33.4%
Put/Call-Ratio:
0.02

Heico has an Implied Volatility (IV) of 33.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HEI is 23 and the Implied Volatility Percentile (IVP) is 29. The current Implied Volatility Index for HEI is -0.62 standard deviations away from its 1 year mean.

Market Cap$20.22B
Dividend Yield0.11% ($0.19)
Next Earnings Date5/23/2023 (63d)
Implied Volatility (IV) 30d
33.35
Implied Volatility Rank (IVR) 1y
22.85
Implied Volatility Percentile (IVP) 1y
29.08
Historical Volatility (HV) 30d
31.70
IV / HV
1.05
Open Interest
1.67K
Option Volume
384.00
Put/Call Ratio (Volume)
0.02

Data was calculated after the 3/20/2023 closing.

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