EXC option chain Exelon Corporation
Cboe delayed options data · as of 12:36 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 ±5.1% (41.30–45.70) · ATM IV 19.3% · P/C open interest 0.32
| 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 | |
| 9.90 | 11.50 | 1.00 | 0.0037 | -0.002 | 33 | 0 | 0.4000 | 21 | 59.2% | -0.01 | 0.0063 | -0.003 | ||||
| 8.90 | 10.60 | 33.0% | 0.99 | 0.0054 | -0.002 | 34 | 0 | 0.4000 | 3 | 54.0% | -0.02 | 0.0086 | -0.003 | |||
| 7.90 | 9.60 | 1 | 0.99 | 0.0079 | -0.003 | 35 | 0 | 0.4000 | 2 | 48.9% | -0.02 | 0.0119 | -0.004 | |||
| 6.90 | 8.60 | 0.98 | 0.0116 | -0.003 | 36 | 0 | 0.4000 | 1 | 43.9% | -0.03 | 0.0165 | -0.005 | ||||
| 6.00 | 7.50 | 0.97 | 0.0173 | -0.004 | 37 | 0 | 0.4000 | 8 | 38.9% | -0.05 | 0.0232 | -0.006 | ||||
| 5.10 | 6.50 | 2 | 27.9% | 0.96 | 0.0258 | -0.006 | 38 | 0 | 0.4000 | 1 | 22 | 33.9% | -0.07 | 0.0329 | -0.007 | |
| 4.20 | 5.50 | 27.2% | 0.94 | 0.0388 | -0.007 | 39 | 0.0500 | 0.3500 | 40 | 28.9% | -0.10 | 0.0467 | -0.009 | |||
| 3.60 | 4.50 | 17 | 119 | 30.8% | 0.90 | 0.0581 | -0.010 | 40 | 0.1500 | 0.2500 | 1 | 103 | 23.8% | -0.14 | 0.0659 | -0.011 |
| 2.55 | 3.10 | 3 | 171 | 16.3% | 0.84 | 0.0853 | -0.012 | 41 | 0.2000 | 0.4500 | 141 | 22.3% | -0.21 | 0.0914 | -0.013 | |
| 1.80 | 2.65 | 4 | 310 | 23.3% | 0.75 | 0.1184 | -0.015 | 42 | 0.2500 | 0.7500 | 12 | 192 | 20.3% | -0.30 | 0.1207 | -0.015 |
| 1.20 | 1.70 | 58 | 634 | 20.8% | 0.62 | 0.1476 | -0.017 | 43 | 0.5500 | 0.9500 | 99 | 59 | 17.9% | -0.43 | 0.1444 | -0.016 |
| 0.7000 | 1.00 | 242 | 549 | 19.2% | 0.47 | 0.1559 | -0.017 | 44 | 0.9500 | 1.60 | 111 | 2 | 17.8% | -0.58 | 0.1484 | -0.016 |
| 0.4000 | 0.6000 | 51 | 162 | 19.5% | 0.33 | 0.1377 | -0.015 | 45 | 1.50 | 2.30 | 36 | 16.3% | -0.71 | 0.1292 | -0.014 | |
| 0.1000 | 0.5500 | 9 | 25 | 21.1% | 0.22 | 0.1070 | -0.013 | 46 | 2.60 | 3.20 | 21.4% | -0.81 | 0.0995 | -0.012 | ||
| 0.0500 | 0.3000 | 4 | 21 | 21.1% | 0.15 | 0.0782 | -0.010 | 47 | 3.40 | 4.10 | 20.8% | -0.88 | 0.0720 | -0.009 | ||
| 0 | 0.3500 | 6 | 25.1% | 0.10 | 0.0562 | -0.008 | 48 | 4.40 | 5.30 | 28.7% | -0.92 | 0.0510 | -0.007 | |||
| 0 | 0.3500 | 28.8% | 0.07 | 0.0405 | -0.006 | 49 | 4.60 | 6.30 | -0.95 | 0.0362 | -0.006 | |||||
| 0 | 0.4000 | 33.4% | 0.05 | 0.0296 | -0.005 | 50 | 6.20 | 7.30 | 32.0% | -0.96 | 0.0260 | -0.004 | ||||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs