Exelon Corporation (EXC)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 12:36 UTC · Figures derived from the full chain (324 contracts, 9 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±5.1% (range 41.30–45.70) by Nov 20, 2026. ATM straddle: 2.20 @ strike 43 · ATM IV: 19.3%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 39.15 | -10% | 96.5% | 3.5% |
| 41.32 | -5% | 80.8% | 19.2% |
| 43.50 | +0% | 48.9% | 51.1% |
| 45.68 | +5% | 18.8% | 81.2% |
| 47.85 | +10% | 4.5% | 95.5% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | ±5.1% | 19.3% | 2,630 |
| Dec 18, 2026 | 60 | ±7.0% | 20.9% | 3,603 |
| Jan 15, 2027 | 88 | ±8.2% | 20.5% | 18.9K |
| Mar 19, 2027 | 151 | ±11.0% | 21.0% | 1,624 |
| Apr 16, 2027 | 179 | ±12.1% | 21.5% | 783 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 43 C · 82944 C · 58050 C · 45165 C · 42645 C · 409
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 15 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 40.0% of the time.
Past earnings reactions
Avg |reaction| 2.3% · median 2.0% (20 reports). Two-session close-to-close window; definition
About Exelon Corporation
Exelon Corporation, a utility holding company established in 1999 and headquartered in Chicago, Illinois, operates across the United States and Canada. The company primarily focuses on the generation, delivery, and marketing of energy. It maintains a diverse portfolio of power production facilities, utilizing nuclear, fossil fuel, wind, hydroelectric, biomass, and solar technologies. Exelon engages in the sale of electricity to both wholesale and retail clients, while also providing natural gas, renewable energy solutions, and various other energy-related products and services. Beyond generation, the corporation manages the regulated procurement and direct sale of electricity and natural gas to consumers, alongside overseeing the essential transmission and distribution infrastructure for both power and natural gas. To support its extensive operations, Exelon provides a wide array of internal services, including legal counsel, human resources, information technology, financial management, supply chain, accounting, engineering, customer support, infrastructure planning, asset management, system operations, and power acquisition. The company caters to a broad customer base, which incl
Utilities · Regulated Electric · NASDAQ · Profile: Financial Modeling Prep
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