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Advance Auto Parts Inc AAP

CONSUMER CYCLICAL · AUTO PARTS
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Market dataready · fetched 2026-10-15T20:03:03.165Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:03.080484825Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:02.061742+00:00

Share price$43.92
1D+3.7%
AH$42.22$42.69$43.16$43.63$44.105:30 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$0.04$1.31$2.57$3.84$5.10$41.12$42.42$43.72$45.02$46.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $43.92OPTION PRICELive AAP spot · $43.92AAP PRICE$0.36$0.29$0.20$0.26$0.31$0.37$0.43$0.51$0.59$0.66$0.77$0.87$0.98$0.18$0.23$0.35$0.48$0.62$0.65$0.65$0.85$1.11$1.69$1.58$3.18$4.74
PutsExpensive3.09×
CallsCheap0.71×
SkewBearish+37.89 pp
Implied moveBearish±$1.08
TiltBearish42.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.93144.4%7.7%42.6467.9%3.3%
25Δ45.7999.1%4.9%42.9266.8%2.8%
30Δ44.5046.3%1.8%43.1272.8%2.6%
35Δ44.3646.7%1.6%43.2981.7%2.5%
40Δ44.2247.0%1.4%43.4690.7%2.5%
45Δ44.0847.4%1.2%43.6982.7%2.0%
50Δ43.9447.5%1.0%43.9469.9%1.4%
55Δ43.8047.4%0.9%44.2175.1%1.3%
60Δ43.6647.2%0.7%44.4886.4%1.2%
65Δ43.5247.1%0.6%45.05110.2%1.3%
70Δ43.3746.5%0.5%45.1291.6%0.9%
75Δ43.2245.7%0.4%46.59156.9%1.2%
80Δ43.0745.0%0.3%48.18197.4%1.1%

20Δ

Calls
Pseudo strike
46.93
IV
144.4%
B/E move
7.7%
Puts
Pseudo strike
42.64
IV
67.9%
B/E move
3.3%

25Δ

Calls
Pseudo strike
45.79
IV
99.1%
B/E move
4.9%
Puts
Pseudo strike
42.92
IV
66.8%
B/E move
2.8%

30Δ

Calls
Pseudo strike
44.50
IV
46.3%
B/E move
1.8%
Puts
Pseudo strike
43.12
IV
72.8%
B/E move
2.6%

35Δ

Calls
Pseudo strike
44.36
IV
46.7%
B/E move
1.6%
Puts
Pseudo strike
43.29
IV
81.7%
B/E move
2.5%

40Δ

Calls
Pseudo strike
44.22
IV
47.0%
B/E move
1.4%
Puts
Pseudo strike
43.46
IV
90.7%
B/E move
2.5%

45Δ

Calls
Pseudo strike
44.08
IV
47.4%
B/E move
1.2%
Puts
Pseudo strike
43.69
IV
82.7%
B/E move
2.0%

50Δ

Calls
Pseudo strike
43.94
IV
47.5%
B/E move
1.0%
Puts
Pseudo strike
43.94
IV
69.9%
B/E move
1.4%

55Δ

Calls
Pseudo strike
43.80
IV
47.4%
B/E move
0.9%
Puts
Pseudo strike
44.21
IV
75.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
43.66
IV
47.2%
B/E move
0.7%
Puts
Pseudo strike
44.48
IV
86.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
43.52
IV
47.1%
B/E move
0.6%
Puts
Pseudo strike
45.05
IV
110.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
43.37
IV
46.5%
B/E move
0.5%
Puts
Pseudo strike
45.12
IV
91.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
43.22
IV
45.7%
B/E move
0.4%
Puts
Pseudo strike
46.59
IV
156.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
43.07
IV
45.0%
B/E move
0.3%
Puts
Pseudo strike
48.18
IV
197.4%
B/E move
1.1%