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ADVANCE AUTO PARTS INC AAP

i

Market datapartial · fetched 2026-11-04T03:18:29.234Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T00:00:00.003653642Z

FundamentalsAlpha Vantage · unavailable

Share price$47.57
1D+0.5%
AH$46.86$47.50$48.14$48.78$49.425:30 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$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAAP PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

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%2026-08-05: 73.78%2026-08-06: 74.15%2026-08-07: 72.74%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 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
73.78%
74.15%
72.74%
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%