What move does the options market price into Heico's report?

Implied ±6.1%, either direction.

HEINYSEAircraft Engines & Engine Parts

Heico Corp (HEI) earnings date, market-implied expected move, and options open interest by expiry

319.81

−6.54 · −2.00%

post 320.71 +0.28%

Closed17:56 ET

Open326.35Volume367,436Mkt cap$44.9BP/E52.66EPS6.09Div yield0.08%

Day318.32 – 328.6523%52-wk256.02 – 376.8654%

HEI

Heico Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±6.1%implied · report alone

301.86340.86

straddle ±9.2%

spot 321.36exp Dec 18ATM strike 320ATM straddle 34.85IV 37%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Dec 17

after close · in 45 days

est.Q4 FY26

Calendar

Next report

Last report

−1.40%

vs ±7.1% implied · ×0.20

shaded = implied · ▲▼ = realized

Aug 25 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+15.10%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

777 managers

Top fund weight

0.57%

HEI weight · FTC

N-PORTJul 31 '26

5 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Heico (HEI) is expected to report on Dec 17 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q3 FY26Aug 25 '26confirmed±7.1%▼−1.40%×0.20

quarterimplied−10%0+10%realized×

Q3 FY26±7.1%▼−1.40%×0.20

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.12OI · 4 expiries · Oct 30 closeP/C open interest · Dec 18 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

593+28%Nov 2018d0.571,036+12%0.57

report · Dec 17 · after close · est.

12+200%Dec 1846d101+51%

432+1%Jan 1574d0.75573+5%0.75

3160%Feb 19109d0.87362+3%0.87

ExpiryPutsCallsP/C

Nov 2018d593+28%1,036+12%0.57

report · Dec 17 · after close · est.

Dec 1846d12+200%101+51%0.12

Jan 1574d432+1%

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±9.2%

Funds 4

FTC±0.1%

VIG±0.0%

VUG±0.0%

VTI±0.0%

Dashed = straddleMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

18.01%as filednet margin · revenue +2.71% QoQ · +23.13% YoY

Revenue

$1.4B+2.71% QoQ

Gross profit

$581M+2.01% QoQ

41.12% margin

Operating income

$355M+1.36% QoQ

25.14% margin

Pre-tax income

$321M+0.96% QoQ

Net income

$254M+1.66% QoQ

18.01% margin

Cost of revenue

$832M+3.21% QoQ

Operating expenses

$226M+3.06% QoQ

Other expense

$35M

Tax

$66M−1.64% QoQ

Revenue$1.4B+2.71%

Gross profit

$581M+2.01%

41.12% margin

Operating income

$355M+1.36%

25.14% margin

Pre-tax income

$321M+0.96%

Net income

$254M+1.66%

18.01% margin

Cost of revenue

$832M+3.21%

Operating expenses

$226M+3.06%

Other expense

$35M

Tax$66M−1.64%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jul 31 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 17:45 ET

Intraday

Event sensitivity

GDP ×1.96· ±2.4% vs ±1.2% · 19 releases

eventrelease day|move|up · n×base

GDPgross domestic product±2.4%13 of 19×1.96

CPROFcorporate profits±2.0%7 of 12×1.61

PCEpersonal income & outlays±1.8%10 of 19×1.45

PPIproducer prices±1.7%7 of 11×1.35

FOMCrate decision±1.5%12 of 24×1.21

CPIconsumer prices±1.0%7 of 11×0.79

NFPjobs report±0.8%4 of 10×0.60

Bar = avg |move| to ±3% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS 1.67 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Aug 25 '26 · confirmed	1.67	—
Q2 FY26	—	1.66	—
Q1 FY26	—	1.35	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod