HEIA Implied Volatility
HEIA options trade at a 30-day at-the-money implied volatility of 34.5%, an IV rank of 48 out of 100 over the past year. This page breaks down HEIA's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Jul 9, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
HEIA 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 34.5% |
| ATM IV — 3 month | 38.1% |
| IV rank (1 year) | 48 / 100 |
| IV percentile (1 year) | 62% |
| Expected move (front expiration) | ±4.8% |
| Term slope (front − 3M) | -3.6 pts |
An IV rank of 48 places current implied volatility in the middle of its 52-week range. The term structure is in contango — front-month IV sits below 3-month IV, the typical shape in calm markets.
HEIA IV Rank History
HEIA IV rank (0–100), past year.
IV rank has risen from 10 in Feb '26 to 48 today. An IV percentile of 62% means implied volatility was lower than today on 62% of trading days in the past year.
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HEIA Options FAQ
What is the implied volatility of HEIA options?
HEIA options trade at a 30-day at-the-money implied volatility of 34.5% as of Jul 9, 2026. That is an IV rank of 48 out of 100, meaning implied volatility is subdued relative to its own 52-week range.
Is HEIA implied volatility high or low right now?
By its own 52-week standards, HEIA implied volatility is currently moderate: IV rank is 48 out of 100 as of Jul 9, 2026.
What move do HEIA options imply before the next expiration?
Front-expiration HEIA options imply a one-standard-deviation move of ±4.8% as of Jul 9, 2026, derived from at-the-money option prices.
What is the difference between HEIA's IV rank and IV percentile?
IV rank (currently 48) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 62%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.