Closed
⌘K
Sign in Sign up

HEICO Corporation HEI 327.33 -10.34 -3.06%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $326.39
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$4.57 $321.82 – $330.96 $320.91 – $331.88 $316.60 – $336.18
2 sessions ±1.9% ±$6.33 $320.06 – $332.72 $318.69 – $334.09 $312.72 – $340.07
3 sessions ±2.5% ±$8.00 $318.40 – $334.39 $316.86 – $335.92 $309.35 – $343.43
1 week ±3.1% ±$10.15 $316.24 – $336.54 $313.96 – $338.83 $304.75 – $348.03
2 weeks ±4.4% ±$14.27 $312.13 – $340.66 $308.77 – $344.02 $295.97 – $356.81
3 weeks ±5.4% ±$17.66 $308.73 – $344.05 $304.43 – $348.36 $289.09 – $363.70
1 month ±6.4% ±$21.02 $305.37 – $347.41 $300.15 – $352.63 $281.81 – $370.98
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. HEI reports in 30 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±5.85%
Average actual move
8.68%
Beyond the implied move
1 / 1
Median IV change
-20.42%
Reaction session Implied Actual Used ATM IV before → after
December 18, 2024 ±5.85% -8.68% 1.48× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →