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Xcel Energy Inc XEL

UTILITIES · UTILITIES - REGULATED ELECTRIC
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Market dataready · fetched 2026-10-22T21:46:01.000Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:02:30.521485079Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:45:59.038876+00:00

Share price$78.99
1D+1.9%
AH$77.09$77.64$78.19$78.74$79.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXEL
Sold putSold callAH

Xcel Energy Inc options

Live interpolated XEL call and put midpoint premiums by absolute delta.Xcel Energy Inc$0.51$2.43$4.35$6.27$8.19$66.78$71.87$76.96$82.05$87.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XEL spot · $78.99XEL PRICE$1.06$0.95$0.98$1.24$1.50$1.76$2.09$2.44$2.79$3.21$4.01$4.80$7.64$0.72$1.02$1.41$1.80$2.14$2.31$2.49$2.68$2.98$3.29$3.59$3.89$5.20
PutsExpensive1.25×
CallsExpensive1.11×
SkewBullish-1.58 pp
Implied moveBearish±$4.58
TiltBalanced1.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.4046.2%14.5%74.3727.5%6.8%
25Δ85.1332.1%9.0%75.3728.1%5.9%
30Δ82.2323.4%5.3%76.1529.8%5.4%
35Δ81.5223.7%4.8%76.9231.5%4.9%
40Δ80.8123.9%4.2%77.7032.2%4.3%
45Δ80.1124.2%3.6%78.5229.6%3.5%
50Δ79.4224.1%3.2%79.3427.0%2.7%
55Δ78.7524.0%2.8%80.1124.7%2.0%
60Δ78.0723.9%2.4%80.7123.6%1.6%
65Δ77.3424.1%2.0%81.3022.5%1.2%
70Δ76.3525.8%1.7%81.8921.4%0.9%
75Δ75.3627.5%1.5%82.4820.2%0.5%
80Δ72.5438.5%1.5%83.9122.6%0.4%

20Δ

Calls
Pseudo strike
89.40
IV
46.2%
B/E move
14.5%
Puts
Pseudo strike
74.37
IV
27.5%
B/E move
6.8%

25Δ

Calls
Pseudo strike
85.13
IV
32.1%
B/E move
9.0%
Puts
Pseudo strike
75.37
IV
28.1%
B/E move
5.9%

30Δ

Calls
Pseudo strike
82.23
IV
23.4%
B/E move
5.3%
Puts
Pseudo strike
76.15
IV
29.8%
B/E move
5.4%

35Δ

Calls
Pseudo strike
81.52
IV
23.7%
B/E move
4.8%
Puts
Pseudo strike
76.92
IV
31.5%
B/E move
4.9%

40Δ

Calls
Pseudo strike
80.81
IV
23.9%
B/E move
4.2%
Puts
Pseudo strike
77.70
IV
32.2%
B/E move
4.3%

45Δ

Calls
Pseudo strike
80.11
IV
24.2%
B/E move
3.6%
Puts
Pseudo strike
78.52
IV
29.6%
B/E move
3.5%

50Δ

Calls
Pseudo strike
79.42
IV
24.1%
B/E move
3.2%
Puts
Pseudo strike
79.34
IV
27.0%
B/E move
2.7%

55Δ

Calls
Pseudo strike
78.75
IV
24.0%
B/E move
2.8%
Puts
Pseudo strike
80.11
IV
24.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
78.07
IV
23.9%
B/E move
2.4%
Puts
Pseudo strike
80.71
IV
23.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
77.34
IV
24.1%
B/E move
2.0%
Puts
Pseudo strike
81.30
IV
22.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
76.35
IV
25.8%
B/E move
1.7%
Puts
Pseudo strike
81.89
IV
21.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
75.36
IV
27.5%
B/E move
1.5%
Puts
Pseudo strike
82.48
IV
20.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
72.54
IV
38.5%
B/E move
1.5%
Puts
Pseudo strike
83.91
IV
22.6%
B/E move
0.4%

Options history

No recorded observations