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Xcel Energy Inc. Common Stock XEL

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-12T03:04:09.627Z

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

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 · 2026-11-12T00:11:10.041178765Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:04:09.200292+00:00

Share price$81.10
1D+1.5%
AH$79.61$80.01$80.41$80.82$81.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXEL
Sold putSold callAH

Xcel Energy Inc. Common Stock options

Live interpolated XEL call and put midpoint premiums by absolute delta.Xcel Energy Inc. Common Stock$0.14$1.55$2.97$4.38$5.80$76.08$78.57$81.07$83.57$86.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XEL spot · $81.10XEL PRICE$0.29$0.37$0.45$0.63$0.80$0.97$1.14$1.31$1.48$1.66$1.98$2.48$2.97$0.49$0.64$0.79$0.94$1.13$1.35$1.56$1.77$1.98$2.39$3.53$4.64$5.39
PutsFair1.03×
CallsCheap0.64×
SkewBearish+12.00 pp
Implied moveBearish±$2.70
TiltBearish23.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.5819.2%3.4%77.7633.5%4.7%
25Δ83.0319.1%2.8%78.4332.6%4.1%
30Δ82.4919.0%2.3%79.0931.7%3.5%
35Δ82.1619.2%2.1%79.7530.9%2.8%
40Δ81.8319.5%1.9%80.2930.2%2.4%
45Δ81.5019.8%1.7%80.7529.6%2.1%
50Δ81.1720.0%1.5%81.2128.9%1.8%
55Δ80.8420.3%1.3%81.6728.3%1.5%
60Δ80.5120.6%1.1%82.1427.7%1.2%
65Δ80.1820.8%0.9%82.7528.6%0.9%
70Δ79.7321.4%0.7%83.9135.5%0.9%
75Δ79.1422.3%0.6%85.0541.9%0.8%
80Δ78.5423.2%0.5%85.9940.9%0.6%

20Δ

Calls
Pseudo strike
83.58
IV
19.2%
B/E move
3.4%
Puts
Pseudo strike
77.76
IV
33.5%
B/E move
4.7%

25Δ

Calls
Pseudo strike
83.03
IV
19.1%
B/E move
2.8%
Puts
Pseudo strike
78.43
IV
32.6%
B/E move
4.1%

30Δ

Calls
Pseudo strike
82.49
IV
19.0%
B/E move
2.3%
Puts
Pseudo strike
79.09
IV
31.7%
B/E move
3.5%

35Δ

Calls
Pseudo strike
82.16
IV
19.2%
B/E move
2.1%
Puts
Pseudo strike
79.75
IV
30.9%
B/E move
2.8%

40Δ

Calls
Pseudo strike
81.83
IV
19.5%
B/E move
1.9%
Puts
Pseudo strike
80.29
IV
30.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
81.50
IV
19.8%
B/E move
1.7%
Puts
Pseudo strike
80.75
IV
29.6%
B/E move
2.1%

50Δ

Calls
Pseudo strike
81.17
IV
20.0%
B/E move
1.5%
Puts
Pseudo strike
81.21
IV
28.9%
B/E move
1.8%

55Δ

Calls
Pseudo strike
80.84
IV
20.3%
B/E move
1.3%
Puts
Pseudo strike
81.67
IV
28.3%
B/E move
1.5%

60Δ

Calls
Pseudo strike
80.51
IV
20.6%
B/E move
1.1%
Puts
Pseudo strike
82.14
IV
27.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
80.18
IV
20.8%
B/E move
0.9%
Puts
Pseudo strike
82.75
IV
28.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
79.73
IV
21.4%
B/E move
0.7%
Puts
Pseudo strike
83.91
IV
35.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
79.14
IV
22.3%
B/E move
0.6%
Puts
Pseudo strike
85.05
IV
41.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
78.54
IV
23.2%
B/E move
0.5%
Puts
Pseudo strike
85.99
IV
40.9%
B/E move
0.6%

Options history

IV · four-Friday blend21.90%
Daily close
XEL20.6%27.1%33.6%2026-08-21: 22.48%2026-08-24: 22.80%2026-08-25: 22.62%2026-08-26: 22.34%2026-08-27: 23.53%2026-08-31: 26.24%2026-09-02: 26.85%2026-09-04: 26.72%2026-09-11: 28.73%2026-09-18: 28.67%2026-09-23: 28.12%2026-09-24: 28.48%2026-09-25: 27.84%2026-09-28: 27.60%2026-09-29: 28.13%2026-10-14: 32.71%2026-10-15: 31.26%2026-10-16: 25.07%2026-10-19: 25.37%2026-10-20: 24.82%2026-10-21: 23.20%2026-10-22: 23.47%2026-10-23: 24.51%2026-10-26: 24.35%2026-10-27: 24.63%2026-10-28: 25.62%2026-10-29: 21.53%2026-10-30: 21.90%Aug 21Sep 28Oct 30
28 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
22.48%
22.80%
22.62%
22.34%
23.53%
26.24%
26.85%
26.72%
28.73%
28.67%
28.12%
28.48%
27.84%
27.60%
28.13%
32.71%
31.26%
25.07%
25.37%
24.82%
23.20%
23.47%
24.51%
24.35%
24.63%
25.62%
21.53%
21.90%