EXC option chain Exelon Corporation
Cboe delayed options data · as of 00:34 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±3.1% (42.86–45.56) · ATM IV 17.9% · P/C open interest 0.15
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 19.90 | 21.80 | 1 | 1.00 | 0.0000 | 0.000 | 23 | 0 | 0.0500 | 1 | 129.2% | -0.00 | 0.0001 | -0.000 | |||
| 18.00 | 19.80 | 3 | 1.00 | 0.0000 | 0.000 | 25 | 0 | 0.0500 | 113.7% | -0.00 | 0.0002 | -0.000 | ||||
| 15.00 | 16.80 | 1.00 | 0.0000 | 0.000 | 28 | 0 | 0.0500 | 2 | 92.5% | -0.00 | 0.0004 | -0.000 | ||||
| 13.00 | 14.80 | 1 | 1.00 | 0.0000 | 0.000 | 30 | 0 | 0.0500 | 1 | 79.5% | -0.00 | 0.0008 | -0.001 | |||
| 10.00 | 11.80 | 1 | 1.00 | 0.0000 | 0.000 | 33 | 0 | 0.1000 | 31 | 67.9% | -0.00 | 0.0024 | -0.001 | |||
| 8.00 | 9.80 | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.1000 | 135 | 55.4% | -0.01 | 0.0051 | -0.002 | ||||
| 4.90 | 6.80 | 1.00 | 0.0000 | 0.000 | 38 | 0 | 0.1000 | 72 | 37.5% | -0.03 | 0.0187 | -0.005 | ||||
| 4.00 | 5.80 | 1.00 | 0.0000 | 0.000 | 39 | 0 | 0.4000 | 9 | 43.6% | -0.04 | 0.0302 | -0.007 | ||||
| 3.00 | 4.80 | 22 | 1.00 | 0.0005 | 0.000 | 40 | 0 | 0.3500 | 795 | 25.6% | -0.07 | 0.0499 | -0.010 | |||
| 2.10 | 3.30 | 1.00 | 0.0117 | 0.000 | 41 | 0 | 0.2000 | 21 | 23.3% | -0.11 | 0.0840 | -0.013 | ||||
| 0.9500 | 2.20 | 108 | 0.96 | 0.1124 | -0.007 | 42 | 0.1500 | 0.3500 | 43 | 396 | 22.9% | -0.20 | 0.1397 | -0.017 | ||
| 0.8000 | 1.45 | 11 | 20.2% | 0.76 | 0.3751 | -0.048 | 43 | 0.3000 | 0.6000 | 27 | 122 | 19.9% | -0.36 | 0.2102 | -0.021 | |
| 0.4000 | 0.6000 | 25 | 213 | 18.3% | 0.43 | 0.2666 | -0.021 | 44 | 0.7000 | 1.00 | 4 | 112 | 17.5% | -0.58 | 0.2353 | -0.021 |
| 0.0500 | 0.3000 | 1,345 | 17.3% | 0.22 | 0.1726 | -0.016 | 45 | 1.40 | 1.80 | 3 | 820 | 18.9% | -0.78 | 0.1754 | -0.016 | |
| 0.0500 | 0.3000 | 14 | 2,637 | 19.0% | 0.11 | 0.1024 | -0.011 | 46 | 2.20 | 3.50 | 62 | 35.7% | -0.89 | 0.1039 | -0.011 | |
| 0 | 0.1000 | 4 | 3,145 | 22.4% | 0.06 | 0.0584 | -0.007 | 47 | 3.10 | 4.60 | 126 | 43.2% | -0.94 | 0.0583 | -0.007 | |
| 0 | 0.0500 | 192 | 24.0% | 0.04 | 0.0342 | -0.005 | 48 | 3.90 | 5.50 | 21 | 43.7% | -0.97 | 0.0332 | -0.004 | ||
| 0 | 0.1000 | 163 | 31.8% | 0.02 | 0.0209 | -0.004 | 49 | 4.80 | 6.50 | 47.3% | -0.98 | 0.0194 | -0.003 | |||
| 0 | 0.0500 | 1 | 6,639 | 32.3% | 0.01 | 0.0132 | -0.003 | 50 | 5.90 | 7.60 | 7 | 58.1% | -0.99 | 0.0118 | -0.002 | |
| 0 | 0.2000 | 3,247 | 62.8% | 0.00 | 0.0022 | -0.001 | 55 | 10.60 | 12.60 | 1 | 74.0% | -1.00 | 0.0014 | 0.000 | ||
| 0 | 0.3500 | 44 | 89.7% | 0.00 | 0.0006 | -0.000 | 60 | 15.40 | 17.60 | 84.0% | -1.00 | 0.0003 | 0.000 | |||
| 0 | 0.3500 | 5 | 106.8% | 0.00 | 0.0002 | -0.000 | 65 | 20.40 | 22.60 | 101.0% | -1.00 | 0.0001 | 0.000 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs