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Advance Auto Parts Inc AAP

CONSUMER CYCLICAL · AUTO PARTS
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Market dataready · fetched 2026-10-15T21:53:43.586Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:19:57.402998788Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:53:40.816515+00:00

Share price$43.75
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$0.07$0.92$1.77$2.62$3.46$41.14$42.38$43.63$44.88$46.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAP spot · $43.75AAP PRICE$0.37$0.26$0.23$0.30$0.36$0.44$0.53$0.62$0.73$0.87$1.01$1.25$1.61$0.16$0.21$0.29$0.42$0.55$0.65$0.65$0.65$0.81$1.07$2.06$1.89$3.22
PutsExpensive2.34×
CallsCheap0.81×
SkewBearish+10.03 pp
Implied moveBearish±$1.18
TiltBearish19.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.95158.0%8.2%42.5763.0%3.1%
25Δ45.3086.9%4.1%42.8261.4%2.6%
30Δ44.4253.1%2.1%43.0562.6%2.3%
35Δ44.2654.2%1.8%43.2170.5%2.2%
40Δ44.1055.4%1.6%43.3778.5%2.1%
45Δ43.9356.4%1.4%43.5482.2%2.0%
50Δ43.7757.4%1.2%43.7371.4%1.5%
55Δ43.6058.5%1.1%43.9360.7%1.1%
60Δ43.4259.7%0.9%44.1762.8%0.9%
65Δ43.2361.2%0.8%44.4572.9%0.9%
70Δ43.0362.7%0.6%45.35115.2%1.1%
75Δ42.7466.9%0.5%45.3196.8%0.7%
80Δ42.3475.6%0.5%46.63138.3%0.8%

20Δ

Calls
Pseudo strike
46.95
IV
158.0%
B/E move
8.2%
Puts
Pseudo strike
42.57
IV
63.0%
B/E move
3.1%

25Δ

Calls
Pseudo strike
45.30
IV
86.9%
B/E move
4.1%
Puts
Pseudo strike
42.82
IV
61.4%
B/E move
2.6%

30Δ

Calls
Pseudo strike
44.42
IV
53.1%
B/E move
2.1%
Puts
Pseudo strike
43.05
IV
62.6%
B/E move
2.3%

35Δ

Calls
Pseudo strike
44.26
IV
54.2%
B/E move
1.8%
Puts
Pseudo strike
43.21
IV
70.5%
B/E move
2.2%

40Δ

Calls
Pseudo strike
44.10
IV
55.4%
B/E move
1.6%
Puts
Pseudo strike
43.37
IV
78.5%
B/E move
2.1%

45Δ

Calls
Pseudo strike
43.93
IV
56.4%
B/E move
1.4%
Puts
Pseudo strike
43.54
IV
82.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
43.77
IV
57.4%
B/E move
1.2%
Puts
Pseudo strike
43.73
IV
71.4%
B/E move
1.5%

55Δ

Calls
Pseudo strike
43.60
IV
58.5%
B/E move
1.1%
Puts
Pseudo strike
43.93
IV
60.7%
B/E move
1.1%

60Δ

Calls
Pseudo strike
43.42
IV
59.7%
B/E move
0.9%
Puts
Pseudo strike
44.17
IV
62.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
43.23
IV
61.2%
B/E move
0.8%
Puts
Pseudo strike
44.45
IV
72.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
43.03
IV
62.7%
B/E move
0.6%
Puts
Pseudo strike
45.35
IV
115.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
42.74
IV
66.9%
B/E move
0.5%
Puts
Pseudo strike
45.31
IV
96.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
42.34
IV
75.6%
B/E move
0.5%
Puts
Pseudo strike
46.63
IV
138.3%
B/E move
0.8%