Xcel Energy (XEL) options flow
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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) |
|---|---|
| $45 | -$27,354 |
| $50 | -$40,148 |
| $55 | -$78,772 |
| $60 | -$1,300,228 |
| $65 | -$6,044,012 |
| $70 | -$8,053,572 |
| $72.50 | -$87,423 |
| $75 | -$4,518,109 |
| $80 | $1,497,106 |
| $85 | $411,044 |
| $90 | $2,231,506 |
| $100 | $21,187 |
XEL session snapshot
Bullflow recorded 3 XEL options trades on Wednesday, October 28, 2026, totaling $403,656 in premium. Calls made up $50.82K (12.6%) across 1 trades and puts $352.84K (87.4%) across 2 trades, a put/call premium ratio of 6.94.
3 trades were sweeps and 0 were blocks. 2 filled at or above the ask, 1 at or below the bid and 0 at the mid. The largest was a $292,836 sweep of 1,073 Dec 18, 2026 $77.50 Put trade at 14:41:29 ET, filled at the below bid.
XEL closed at $77.18, down 1.22% from the prior close. Net gamma exposure was -$15.95M per 1% move at the Oct 28, 2026, 15:59:18 ET snapshot; the largest positive GEX strike was $90. By premium, XEL ranked 2 of 2 among the related tickers below.
- Company
- Xcel Energy, Inc.
- Exchange
- NASDAQ
- Sector
- Utilities
- Close
- $77.18
XEL options flow statistics
- Total premium
- $403.66K
- Recorded trades
- 3
- Call premium
- $50.82K
- Put premium
- $352.84K
- Put/call premium ratio
- 6.94
- Avg premium per trade
- $134.55K
- Calls / puts (trades)
- 1 / 2
- Sweeps / blocks
- 3 / 0
- At or above ask
- 2
- At or below bid
- 1
- Largest trade
- $292.84K
- Last trade
Where the premium went
in calls
$403.66K · 3 trades
Premium
Trade type
Fill side
XEL largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| XEL Dec 18, 2026 $77.50 | Put | $292,836 | 1,073 | Below Bid | Sweep | |
| XEL Nov 20, 2026 $75 | Put | $60,000 | 500 | Ask | Sweep | |
| XEL Nov 20, 2026 $77.50 | Call | $50,820 | 242 | Ask | Sweep |
Each of the 3 largest trades had a different contract.
The 3 largest trades total $403.66K of $403.66K
XEL gamma exposure
- Spot at snapshot
- $77.12
- Net GEX per 1% move
- -$15.95M
- Largest positive strike
- $90
- Largest negative strike
- $70
Closing snapshot , 25 strikes across 9 expirations (Unavailable to Unavailable).
XEL options flow questions
What was the largest XEL options trade on October 28, 2026?
A $292,836 sweep of 1,073 XEL Dec 18, 2026 $77.50 Put trade at 14:41:29 ET, filled at the below bid. It was the largest of 3 trades Bullflow recorded for XEL that session.
How much XEL options premium traded on October 28, 2026?
$403,656 across 3 recorded sweeps and blocks: $50,820 in calls (1 trades) and $352,836 in puts (2 trades).
Was XEL options flow bullish or bearish on October 28, 2026?
Calls were 12.6% of premium (put/call premium ratio 6.94). 1 of 3 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 XEL's gamma exposure levels?
At the Oct 28, 2026 closing snapshot (15:59:18 ET, spot $77.12), XEL net GEX was -$15.95M per 1% move. The largest positive GEX strike was $90. The largest negative GEX strike was $70. The snapshot covers 25 strikes and 9 expirations.
How does XEL options flow compare with related stocks?
XEL ranked 2 of 2 by premium on Oct 28, 2026 among the tickers shown here. VST $3.48M, XEL $403.66K led; XEL recorded $403.66K.
How often is XEL options flow data updated?
The page shows a completed session (October 28, 2026, last trade 15:07:57 ET) and updates after the next trading day becomes historical. Intraday XEL 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.