HEI.A · IV Rank History

HEICO CORP CL A

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IV rank shows where HEI.A's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

HEI.A's 30-day at-the-money implied volatility was 27.1% as of Oct 8, 2026. Its 52-week IV rank is 30 and its IV percentile is 27%: IV was lower on 27% of the past year's sessions. Over those 52 weeks it ranged from 19.3% (Jan 7, 2026) to 45.1% (May 27, 2026). On the 90-session window our screeners use, the IV rank is 12.

HEI.A IV rank history

376 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

HEI.A IV rank and implied volatility as of 2026-10-08

52-Week IV Rank

0 = year low, 100 = year high

IV Percentile

27%

of past-year sessions had lower IV

90-Session IV Rank

used by our screeners

30-Day ATM IV

27.1%

1-year average 30.4%

7-Day ATM IV

26.4%

90-session rank 5

52-Week IV High

45.1%

2026-05-27

52-Week IV Low

19.3%

2026-01-07

History Since

2025-04-07

376 sessions

How these are measured. Implied volatility here is HEI.A's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means HEI.A options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

HEI.A implied volatility by month

Month	Avg ATM IV	High	Low	Avg IV Rank (90-session)
Oct 2026 (to date)	27.0%	28.2%	26.5%	11
Sep 2026	27.4%	29.7%	24.9%	10
Aug 2026	37.3%	42.4%	26.1%	55
Jul 2026	33.6%	37.4%	31.4%	40
Jun 2026	34.0%	36.3%	32.0%	47
May 2026	39.6%	45.1%	35.0%	93
Apr 2026	32.4%	36.2%	28.3%	84
Mar 2026	29.2%	31.9%	26.2%	66
Feb 2026	29.6%	34.3%	24.6%	77
Jan 2026	21.3%	24.4%	19.3%	14
Dec 2025	25.7%	30.4%	20.7%	37
Nov 2025	29.5%	31.9%	26.9%	71
Oct 2025	25.8%	28.4%	24.3%	46
Sep 2025	25.6%	27.5%	23.7%	34
Aug 2025	26.9%	33.8%	21.5%	34
Jul 2025	20.5%	21.4%	18.8%	6
Jun 2025	22.9%	26.2%	18.9%	3
May 2025	30.5%	38.8%	24.9%	21
Apr 2025	34.4%	44.1%	27.9%	—

HEI.A IV rank: last 30 sessions

Date	IV Rank (90-session)	30-Day ATM IV	7-Day ATM IV
2026-10-08	12	27.1%	26.4%
2026-10-07	9	26.5%	26.0%
2026-10-06	9	26.5%	27.4%
2026-10-05	10	27.0%	27.9%
2026-10-02	8	26.6%	25.1%
2026-10-01	16	28.2%	27.4%
2026-09-30	16	28.2%	27.5%
2026-09-29	18	28.6%	28.6%
2026-09-28	17	28.3%	28.0%
2026-09-25	13	27.6%	27.3%
2026-09-24	18	28.6%	—
2026-09-23	22	29.3%	—
2026-09-22	24	29.7%	—
2026-09-21	16	28.1%	—
2026-09-18	6	26.1%	—
2026-09-17	10	26.9%	—
2026-09-16	14	27.7%	47.8%
2026-09-15	12	27.4%	40.8%
2026-09-14	4	25.7%	34.3%
2026-09-11	0	24.9%	28.9%
2026-09-10	1	26.3%	27.5%
2026-09-09	3	26.7%	27.3%
2026-09-08	5	27.1%	28.3%
2026-09-04	4	27.0%	25.3%
2026-09-03	2	26.6%	26.0%
2026-09-02	7	27.5%	26.2%
2026-09-01	2	26.5%	25.9%
2026-08-31	0	26.1%	25.9%
2026-08-28	0	26.4%	26.0%
2026-08-27	0	28.4%	—