Pre-market
⌘K
Sign in Sign up

ADVANCE AUTO PARTS INC AAP 45.5 -2.62 -5.44%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 06, 2026 close · $45.50
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$1.12 $44.38 – $46.62 $44.16 – $46.84 $43.10 – $47.90
2 sessions ±3.4% ±$1.56 $43.94 – $47.06 $43.62 – $47.38 $42.15 – $48.85
3 sessions ±4.3% ±$1.96 $43.54 – $47.46 $43.16 – $47.84 $41.33 – $49.67
1 week ±5.5% ±$2.49 $43.01 – $47.99 $42.46 – $48.54 $40.19 – $50.81
2 weeks ±7.3% ±$3.34 $42.16 – $48.84 $41.37 – $49.63 $38.38 – $52.62
3 weeks ±9.9% ±$4.50 $41.00 – $50.00 $39.90 – $51.10 $35.99 – $55.01
1 month ±10.9% ±$4.94 $40.56 – $50.44 $39.33 – $51.67 $35.03 – $55.97
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±12.60%
Average actual move
24.37%
Beyond the implied move
4 / 5
Reaction session Implied Actual Used ATM IV before → after
August 20, 2026 ±12.82% -24.55% 1.92× —
May 21, 2026 ±11.90% +14.40% 1.21× —
August 14, 2025 ±11.73% -8.02% 0.68× —
May 22, 2025 ±12.46% +57.04% 4.58× —
February 26, 2025 ±14.11% -17.83% 1.26× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →