Green’s Dictionary of Slang

1. (mainly Aus./N.Z.) ingenious, shrewd.

2003

McGill Reed Dict. of N.Z. Sl.

2. (US) arrogant, opinionated.

1907		Sporting News 19 Dec. in Fleming Unforgettable Season (1981) 9: Bridwell [...] will look like an amateur in the absence of the heady Dahlen.
1915		M.G. Hayden ‘Terms Of Disparagement’ in DN IV:iii 214: heady, [...] opinionated. ‘That fellow is heady since his father was elected president.’.