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HEI.A - Heico Corp. - Class A
Implied Volatility Analysis

Implied Volatility:
56.3%

Heico Corp. - Class A has an Implied Volatility (IV) of 56.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HEI.A is 47 and the Implied Volatility Percentile (IVP) is 75. The current Implied Volatility Index for HEI.A is 0.33 standard deviations away from its 1 year mean.

Market Cap$15.61B
Next Earnings Date8/23/2022 (60d)
Next Dividend Date6/30/2022 (6d) !
Implied Volatility (IV) 30d
56.34
Implied Volatility Rank (IVR) 1y
47.29
Implied Volatility Percentile (IVP) 1y
75.26
Historical Volatility (HV) 30d
36.89
IV / HV
1.53
Open Interest
46.00

Data was calculated after the 6/23/2022 closing.

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