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ADVANCE AUTO PARTS INC AAP

i

Market dataready · fetched 2026-11-07T03:49:50.258Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:59:37.852869978Z

FundamentalsSEC EDGAR · ready · as of 2026-10-10 · fetched 2026-11-07T03:49:49.698517+00:00

Share price$45.50
1D-3.3%
AH$45.23$45.72$46.22$46.71$47.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAAP
Sold putSold callAH

ADVANCE AUTO PARTS INC options

Live interpolated AAP call and put midpoint premiums by absolute delta.ADVANCE AUTO PARTS INC$0.28$1.22$2.17$3.12$4.07$38.18$41.86$45.55$49.23$52.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive AAP spot · $45.50AAP PRICE$0.40$0.55$0.66$0.82$0.89$1.22$1.50$1.76$2.04$2.24$3.80$0.38$0.56$0.76$0.91$1.08$1.28$1.49$1.70$1.98$2.10$2.11
Puts——
Calls——
Skew——
Implied moveBullish±$2.77
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.9959.7%8.5%43.1649.3%6.0%
25Δ48.3861.1%7.5%43.3955.8%5.9%
30Δ47.6357.4%6.1%43.7460.1%5.5%
35Δ47.1057.5%5.3%
40Δ46.4651.1%4.1%44.8548.9%3.4%
45Δ46.1359.0%4.1%45.2548.2%2.9%
50Δ45.7162.7%3.7%45.6448.5%2.5%
55Δ45.2163.5%3.2%46.0248.6%2.1%
60Δ44.7063.7%2.7%46.4047.7%1.7%
65Δ44.2560.7%2.2%46.8248.0%1.4%
70Δ47.0945.1%1.1%
75Δ42.5379.7%1.8%47.2439.7%0.8%
80Δ

20Δ

Calls
Pseudo strike
48.99
IV
59.7%
B/E move
8.5%
Puts
Pseudo strike
43.16
IV
49.3%
B/E move
6.0%

25Δ

Calls
Pseudo strike
48.38
IV
61.1%
B/E move
7.5%
Puts
Pseudo strike
43.39
IV
55.8%
B/E move
5.9%

30Δ

Calls
Pseudo strike
47.63
IV
57.4%
B/E move
6.1%
Puts
Pseudo strike
43.74
IV
60.1%
B/E move
5.5%

35Δ

Calls
Pseudo strike
47.10
IV
57.5%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
46.46
IV
51.1%
B/E move
4.1%
Puts
Pseudo strike
44.85
IV
48.9%
B/E move
3.4%

45Δ

Calls
Pseudo strike
46.13
IV
59.0%
B/E move
4.1%
Puts
Pseudo strike
45.25
IV
48.2%
B/E move
2.9%

50Δ

Calls
Pseudo strike
45.71
IV
62.7%
B/E move
3.7%
Puts
Pseudo strike
45.64
IV
48.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
45.21
IV
63.5%
B/E move
3.2%
Puts
Pseudo strike
46.02
IV
48.6%
B/E move
2.1%

60Δ

Calls
Pseudo strike
44.70
IV
63.7%
B/E move
2.7%
Puts
Pseudo strike
46.40
IV
47.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
44.25
IV
60.7%
B/E move
2.2%
Puts
Pseudo strike
46.82
IV
48.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.09
IV
45.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
42.53
IV
79.7%
B/E move
1.8%
Puts
Pseudo strike
47.24
IV
39.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend89.07%
Daily close
AAP35.0%84.1%133.3%2026-08-10: 82.23%2026-08-11: 81.62%2026-08-12: 85.67%2026-08-13: 89.28%2026-08-14: 97.40%2026-08-17: 103.74%2026-08-18: 112.41%2026-08-19: 126.48%2026-08-20: 68.48%2026-08-21: 49.34%2026-08-24: 49.32%2026-08-25: 50.43%2026-08-26: 49.02%2026-08-27: 46.47%2026-08-28: 41.79%2026-08-31: 43.89%2026-09-01: 44.74%2026-09-02: 43.56%2026-09-03: 44.21%2026-09-04: 45.83%2026-09-08: 46.70%2026-09-09: 49.45%2026-09-10: 51.28%2026-09-11: 45.88%2026-09-14: 47.95%2026-09-15: 49.31%2026-09-16: 58.48%2026-09-17: 49.97%2026-09-18: 45.12%2026-09-21: 55.05%2026-09-22: 48.68%2026-09-23: 48.21%2026-09-24: 46.97%2026-09-25: 44.56%2026-09-28: 51.73%2026-09-29: 50.61%2026-09-30: 49.74%2026-10-01: 48.48%2026-10-02: 46.94%2026-10-05: 49.51%2026-10-06: 49.15%2026-10-07: 49.51%2026-10-08: 61.69%2026-10-09: 50.03%2026-10-12: 53.24%2026-10-13: 50.87%2026-10-14: 52.44%2026-10-15: 56.78%2026-10-16: 60.51%2026-10-19: 62.39%2026-10-20: 62.99%2026-10-21: 66.35%2026-10-22: 72.34%2026-10-23: 67.13%2026-10-26: 78.11%2026-10-27: 75.40%2026-10-28: 76.01%2026-10-29: 80.47%2026-10-30: 89.07%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
82.23%
81.62%
85.67%
89.28%
97.40%
103.74%
112.41%
126.48%
68.48%
49.34%
49.32%
50.43%
49.02%
46.47%
41.79%
43.89%
44.74%
43.56%
44.21%
45.83%
46.70%
49.45%
51.28%
45.88%
47.95%
49.31%
58.48%
49.97%
45.12%
55.05%
48.68%
48.21%
46.97%
44.56%
51.73%
50.61%
49.74%
48.48%
46.94%
49.51%
49.15%
49.51%
61.69%
50.03%
53.24%
50.87%
52.44%
56.78%
60.51%
62.39%
62.99%
66.35%
72.34%
67.13%
78.11%
75.40%
76.01%
80.47%
89.07%