Welltower (WELL) 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) |
|---|---|
| $185 | -$314,229 |
| $190 | -$459,467 |
| $195 | -$534,434 |
| $200 | -$373,577 |
| $210 | -$974,244 |
| $220 | -$2,111,283 |
| $230 | -$363,772 |
| $240 | $1,839,441 |
| $250 | $3,450,270 |
| $260 | $1,835,976 |
| $270 | $1,426,381 |
| $280 | $543,031 |
WELL session snapshot
Bullflow recorded 5 WELL options trades on Monday, October 26, 2026, totaling $318,745 in premium. Calls made up $105.70K (33.2%) across 2 trades and puts $213.05K (66.8%) across 3 trades, a put/call premium ratio of 2.02.
3 trades were sweeps and 2 were blocks. 2 filled at or above the ask, 3 at or below the bid and 0 at the mid. The largest was a $188,000 block of 200 May 21, 2027 $220 Put trade at 09:43:04 ET, filled at the bid.
WELL closed at $240.61, up 1.39% from the prior close. Net gamma exposure was $4.14M per 1% move at the Oct 26, 2026, 15:59:46 ET snapshot; the largest positive GEX strike was $250.
- Company
- Welltower Inc.
- Exchange
- NYSE
- Sector
- Real Estate
- Close
- $240.61
WELL options flow statistics
- Total premium
- $318.75K
- Recorded trades
- 5
- Call premium
- $105.70K
- Put premium
- $213.05K
- Put/call premium ratio
- 2.02
- Avg premium per trade
- $63.75K
- Calls / puts (trades)
- 2 / 3
- Sweeps / blocks
- 3 / 2
- At or above ask
- 2
- At or below bid
- 3
- Largest trade
- $188.00K
- Last trade
Where the premium went
in calls
$318.75K · 5 trades
Premium
Trade type
Fill side
WELL largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| WELL May 21, 2027 $220 | Put | $188,000 | 200 | Bid | Block | |
| WELL Nov 20, 2026 $240 | Call | $65,100 | 93 | Bid | Sweep | |
| WELL Nov 20, 2026 $250 | Call | $40,600 | 140 | Ask | Block | |
| WELL Nov 20, 2026 $210 | Put | $15,040 | 188 | Ask | Sweep | |
| WELL Feb 19, 2027 $180 | Put | $10,005 | 87 | Bid | Sweep |
Each of the 5 largest trades had a different contract.
The 5 largest trades total $318.75K of $318.75K
WELL gamma exposure
- Spot at snapshot
- $240.52
- Net GEX per 1% move
- $4.14M
- Largest positive strike
- $250
- Largest negative strike
- $220
Closing snapshot , 45 strikes across 11 expirations (Unavailable to Unavailable).
WELL options flow questions
What was the largest WELL options trade on October 26, 2026?
A $188,000 block of 200 WELL May 21, 2027 $220 Put trade at 09:43:04 ET, filled at the bid. It was the largest of 5 trades Bullflow recorded for WELL that session.
How much WELL options premium traded on October 26, 2026?
$318,745 across 5 recorded sweeps and blocks: $105,700 in calls (2 trades) and $213,045 in puts (3 trades).
Was WELL options flow bullish or bearish on October 26, 2026?
Calls were 33.2% of premium (put/call premium ratio 2.02). 3 of 5 trades filled at or below the bid and 2 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 WELL's gamma exposure levels?
At the Oct 26, 2026 closing snapshot (15:59:46 ET, spot $240.52), WELL net GEX was $4.14M per 1% move. The largest positive GEX strike was $250. The largest negative GEX strike was $220. The snapshot covers 45 strikes and 11 expirations.
How often is WELL options flow data updated?
The page shows a completed session (October 26, 2026, last trade 13:06:07 ET) and updates after the next trading day becomes historical. Intraday WELL 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.