Equinor ASA American Depositary Shares (Each Representing One Ordinary Share, nominal value NOK 2.50 per share) (EQNR) options flow
Price delayed 15 minutes
Options flow session · Last trade
The optional price chart loads separately. Recorded options trades are available below.
Session chart data
| Strike (USD) | Net GEX per 1% move (USD) |
|---|---|
| $41 | -$37,185 |
| $42 | -$132,326 |
| $43 | $100,262 |
| $44 | $92,344 |
| $45 | $178,141 |
| $46 | $61,387 |
| $47 | $104,749 |
| $48 | $182,509 |
| $49 | $348,987 |
| $50 | $877,801 |
| $55 | $123,345 |
| $60 | $108,973 |
EQNR session snapshot
Bullflow recorded 2 EQNR options trades on Tuesday, October 27, 2026, totaling $33,052 in premium. Calls made up $33.05K (100.0%) across 2 trades and puts $0.00 (0.0%) across 0 trades, a put/call premium ratio of 0.00.
2 trades were sweeps and 0 were blocks. 1 filled at or above the ask, 1 at or below the bid and 0 at the mid. The largest was a $16,552 sweep of 100 Dec 18, 2026 $50 Call trade at 13:00:32 ET, filled at the bid.
EQNR closed at $47.06, down 2.16% from the prior close. Net gamma exposure was $1.91M per 1% move at the Oct 27, 2026, 15:59:29 ET snapshot; the largest positive GEX strike was $50.
- Company
- Equinor ASA American Depositary Shares (Each Representing One Ordinary Share, nominal value NOK 2.50 per share)
- Exchange
- NYSE
- Sector
- Unavailable
- Close
- $47.06
EQNR options flow statistics
- Total premium
- $33.05K
- Recorded trades
- 2
- Call premium
- $33.05K
- Put premium
- $0.00
- Put/call premium ratio
- 0.00
- Avg premium per trade
- $16.53K
- Calls / puts (trades)
- 2 / 0
- Sweeps / blocks
- 2 / 0
- At or above ask
- 1
- At or below bid
- 1
- Largest trade
- $16.55K
- Last trade
Where the premium went
in calls
$33.05K · 2 trades
Premium
Trade type
Fill side
EQNR largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| EQNR Dec 18, 2026 $50 | Call | $16,552 | 100 | Bid | Sweep | |
| EQNR Dec 18, 2026 $50 | Call | $16,500 | 100 | Ask | Sweep |
2 of the 2 largest trades, $33.05K combined
The 2 largest trades total $33.05K of $33.05K
EQNR gamma exposure
- Spot at snapshot
- $47.04
- Net GEX per 1% move
- $1.91M
- Largest positive strike
- $50
- Largest negative strike
- $42
Closing snapshot , 43 strikes across 10 expirations (Unavailable to Unavailable).
EQNR options flow questions
What was the largest EQNR options trade on October 27, 2026?
A $16,552 sweep of 100 EQNR Dec 18, 2026 $50 Call trade at 13:00:32 ET, filled at the bid. It was the largest of 2 trades Bullflow recorded for EQNR that session.
How much EQNR options premium traded on October 27, 2026?
$33,052 across 2 recorded sweeps and blocks: $33,052 in calls (2 trades) and $0 in puts (0 trades).
Was EQNR options flow bullish or bearish on October 27, 2026?
Calls were 100.0% of premium (put/call premium ratio 0.00). 1 of 2 trades filled at or below the bid and 1 at or above the ask. Premium and fill side do not show whether a trade opened or closed a position or was a hedge, so they do not establish direction on their own.
What are EQNR's gamma exposure levels?
At the Oct 27, 2026 closing snapshot (15:59:29 ET, spot $47.04), EQNR net GEX was $1.91M per 1% move. The largest positive GEX strike was $50. The largest negative GEX strike was $42. The snapshot covers 43 strikes and 10 expirations.
How often is EQNR options flow data updated?
The page shows a completed session (October 27, 2026, last trade 13:00:32 ET) and updates after the next trading day becomes historical. Intraday EQNR flow is in the Bullflow dashboard and API.
How to read this data
This summary covers recorded single-leg sweeps and blocks with positive premium, excluding cancelled trades. It describes the covered flow, not all options-market volume. Total premium is gross traded premium; it is not net buying pressure. The interactive dashboard can use different filters and may show different totals.
Calls, puts, and execution near the bid or ask provide context but do not establish whether a position was opened or closed, whether it was part of a hedge, or where the stock will move next. The session updates after the next trading day becomes historical.
Stock prices show regular-session candles delayed at least 15 minutes. The latest view refreshes during market hours; the flow-session view places recorded trades on their original date, using interpolated stock prices between candle samples. Gamma exposure shows its separately dated public closing snapshot.