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Xcel Energy Inc. Common Stock XEL

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-06T14:01:20.496Z

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 · 2026-11-06T12:18:57.458572929Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T13:56:39.976243+00:00

Share price$78.80
1D
Price history unavailable.

Xcel Energy Inc. Common Stock options

Live interpolated XEL call and put midpoint premiums by absolute delta.Xcel Energy Inc. Common Stock$0.13$2.64$5.15$7.65$10.16$67.09$72.90$78.70$84.50$90.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive XEL spot · $78.80XEL PRICE$0.46$0.69$0.95$1.20$1.46$1.83$2.41$2.99$3.61$4.85$6.27$8.32$9.44$0.41$0.50$0.60$0.75$0.91$1.08$1.24$1.41$1.57
Puts——
CallsCheap0.74×
Skew——
Implied moveBullish±$3.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.6426.9%5.5%75.8123.5%4.3%
25Δ82.0328.3%5.0%76.5621.8%3.5%
30Δ81.4729.9%4.6%77.3120.1%2.7%
35Δ80.9231.6%4.2%77.7819.5%2.2%
40Δ80.3633.2%3.8%78.1619.2%2.0%
45Δ79.7435.4%3.5%78.5318.9%1.7%
50Δ78.9838.9%3.3%78.9118.6%1.4%
55Δ78.2242.4%3.1%79.2818.3%1.2%
60Δ77.4446.0%2.8%79.6618.0%0.9%
65Δ76.0953.4%2.7%
70Δ74.5761.7%2.6%
75Δ72.3973.0%2.4%
80Δ70.8071.5%1.8%

20Δ

Calls
Pseudo strike
82.64
IV
26.9%
B/E move
5.5%
Puts
Pseudo strike
75.81
IV
23.5%
B/E move
4.3%

25Δ

Calls
Pseudo strike
82.03
IV
28.3%
B/E move
5.0%
Puts
Pseudo strike
76.56
IV
21.8%
B/E move
3.5%

30Δ

Calls
Pseudo strike
81.47
IV
29.9%
B/E move
4.6%
Puts
Pseudo strike
77.31
IV
20.1%
B/E move
2.7%

35Δ

Calls
Pseudo strike
80.92
IV
31.6%
B/E move
4.2%
Puts
Pseudo strike
77.78
IV
19.5%
B/E move
2.2%

40Δ

Calls
Pseudo strike
80.36
IV
33.2%
B/E move
3.8%
Puts
Pseudo strike
78.16
IV
19.2%
B/E move
2.0%

45Δ

Calls
Pseudo strike
79.74
IV
35.4%
B/E move
3.5%
Puts
Pseudo strike
78.53
IV
18.9%
B/E move
1.7%

50Δ

Calls
Pseudo strike
78.98
IV
38.9%
B/E move
3.3%
Puts
Pseudo strike
78.91
IV
18.6%
B/E move
1.4%

55Δ

Calls
Pseudo strike
78.22
IV
42.4%
B/E move
3.1%
Puts
Pseudo strike
79.28
IV
18.3%
B/E move
1.2%

60Δ

Calls
Pseudo strike
77.44
IV
46.0%
B/E move
2.8%
Puts
Pseudo strike
79.66
IV
18.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
76.09
IV
53.4%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
74.57
IV
61.7%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
72.39
IV
73.0%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
70.80
IV
71.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

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%