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Advance Auto Parts Inc AAP

CONSUMER CYCLICAL · AUTO PARTS
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Market dataready · fetched 2026-10-20T06:06:43.543Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:45:55.156435175Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:06:43.038833+00:00

Share price$43.85
1D-1.1%
AH$43.46$43.85$44.23$44.62$45.005:30 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$0.72$2.86$4.99$7.12$9.26$33.35$38.68$44.02$49.35$54.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAP spot · $43.85AAP PRICE$0.95$1.12$1.40$1.87$2.30$2.74$2.71$3.42$3.71$4.97$5.26$6.67$7.74$1.07$1.43$1.81$2.16$2.65$3.13$3.65$4.46$5.07$6.28$7.35$7.80$8.64
PutsExpensive1.27×
CallsExpensive1.42×
SkewBullish-2.58 pp
Implied moveBearish±$6.36
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.9773.8%25.3%37.9867.9%15.8%
25Δ50.8764.4%18.6%39.2767.7%13.7%
30Δ49.2462.8%15.5%40.4867.0%11.8%
35Δ48.4268.3%14.7%41.6564.4%9.9%
40Δ47.3670.8%13.2%42.6965.1%8.7%
45Δ46.1471.2%11.5%43.7464.1%7.4%
50Δ44.6659.0%8.0%44.7563.5%6.3%
55Δ43.7364.6%7.5%45.9165.9%5.5%
60Δ42.7560.7%6.0%46.9664.4%4.5%
65Δ41.4772.4%5.9%48.4568.1%3.8%
70Δ40.5266.1%4.4%49.8568.6%3.1%
75Δ38.9174.5%3.9%50.7063.5%2.2%
80Δ37.4475.8%3.0%51.8760.7%1.4%

20Δ

Calls
Pseudo strike
53.97
IV
73.8%
B/E move
25.3%
Puts
Pseudo strike
37.98
IV
67.9%
B/E move
15.8%

25Δ

Calls
Pseudo strike
50.87
IV
64.4%
B/E move
18.6%
Puts
Pseudo strike
39.27
IV
67.7%
B/E move
13.7%

30Δ

Calls
Pseudo strike
49.24
IV
62.8%
B/E move
15.5%
Puts
Pseudo strike
40.48
IV
67.0%
B/E move
11.8%

35Δ

Calls
Pseudo strike
48.42
IV
68.3%
B/E move
14.7%
Puts
Pseudo strike
41.65
IV
64.4%
B/E move
9.9%

40Δ

Calls
Pseudo strike
47.36
IV
70.8%
B/E move
13.2%
Puts
Pseudo strike
42.69
IV
65.1%
B/E move
8.7%

45Δ

Calls
Pseudo strike
46.14
IV
71.2%
B/E move
11.5%
Puts
Pseudo strike
43.74
IV
64.1%
B/E move
7.4%

50Δ

Calls
Pseudo strike
44.66
IV
59.0%
B/E move
8.0%
Puts
Pseudo strike
44.75
IV
63.5%
B/E move
6.3%

55Δ

Calls
Pseudo strike
43.73
IV
64.6%
B/E move
7.5%
Puts
Pseudo strike
45.91
IV
65.9%
B/E move
5.5%

60Δ

Calls
Pseudo strike
42.75
IV
60.7%
B/E move
6.0%
Puts
Pseudo strike
46.96
IV
64.4%
B/E move
4.5%

65Δ

Calls
Pseudo strike
41.47
IV
72.4%
B/E move
5.9%
Puts
Pseudo strike
48.45
IV
68.1%
B/E move
3.8%

70Δ

Calls
Pseudo strike
40.52
IV
66.1%
B/E move
4.4%
Puts
Pseudo strike
49.85
IV
68.6%
B/E move
3.1%

75Δ

Calls
Pseudo strike
38.91
IV
74.5%
B/E move
3.9%
Puts
Pseudo strike
50.70
IV
63.5%
B/E move
2.2%

80Δ

Calls
Pseudo strike
37.44
IV
75.8%
B/E move
3.0%
Puts
Pseudo strike
51.87
IV
60.7%
B/E move
1.4%

Options history

AAP60.2560.3160.372026-10-19T19:59:37.838000+00:00: 60.31%Oct 19Oct 19
Table
ObservationIVSkewImplied move
60.31%3.28 pp14.51%