EXC option chain Exelon Corporation
Cboe delayed options data · as of 00:37 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 ±6.8% (39.38–45.13) · ATM IV 20.7% · P/C open interest 0.39
| 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 | |
| 16.80 | 18.40 | 4 | 75.8% | 1.00 | 0.0016 | 0.000 | 25 | 0 | 0.1000 | 20 | 61.9% | -0.01 | 0.0029 | -0.003 | ||
| 14.00 | 15.40 | 68.9% | 0.99 | 0.0037 | -0.001 | 28 | 0 | 0.3000 | 60.2% | -0.02 | 0.0053 | -0.003 | ||||
| 11.90 | 13.50 | 59.0% | 0.99 | 0.0064 | -0.002 | 30 | 0 | 0.4000 | 1 | 54.9% | -0.03 | 0.0080 | -0.004 | |||
| 8.80 | 10.50 | 42.1% | 0.97 | 0.0142 | -0.004 | 33 | 0 | 0.4500 | 5 | 43.5% | -0.05 | 0.0154 | -0.006 | |||
| 7.90 | 9.50 | 40.5% | 0.96 | 0.0185 | -0.005 | 34 | 0 | 0.4500 | 39.3% | -0.06 | 0.0193 | -0.006 | ||||
| 6.90 | 8.50 | 1 | 36.2% | 0.94 | 0.0240 | -0.006 | 35 | 0.0500 | 0.4500 | 27 | 36.2% | -0.08 | 0.0243 | -0.007 | ||
| 6.40 | 7.40 | 38.9% | 0.92 | 0.0311 | -0.007 | 36 | 0.0500 | 0.4500 | 32.1% | -0.10 | 0.0309 | -0.008 | ||||
| 5.30 | 6.40 | 32.7% | 0.90 | 0.0402 | -0.008 | 37 | 0.1500 | 0.3000 | 1 | 27.3% | -0.12 | 0.0394 | -0.009 | |||
| 4.50 | 5.30 | 3 | 29.4% | 0.86 | 0.0518 | -0.009 | 38 | 0.2000 | 0.5000 | 109 | 26.7% | -0.15 | 0.0505 | -0.009 | ||
| 3.80 | 4.40 | 29.0% | 0.82 | 0.0659 | -0.010 | 39 | 0.3000 | 0.5000 | 23.5% | -0.20 | 0.0648 | -0.010 | ||||
| 2.85 | 3.50 | 77 | 25.2% | 0.76 | 0.0826 | -0.011 | 40 | 0.2500 | 0.9000 | 7 | 239 | 24.9% | -0.26 | 0.0825 | -0.011 | |
| 2.10 | 2.50 | 4 | 21.7% | 0.68 | 0.1003 | -0.011 | 41 | 0.7500 | 1.00 | 20 | 21.8% | -0.34 | 0.1027 | -0.012 | ||
| 1.45 | 1.80 | 2 | 20.4% | 0.57 | 0.1152 | -0.011 | 42 | 1.15 | 1.35 | 2 | 7 | 21.0% | -0.45 | 0.1213 | -0.012 | |
| 1.00 | 1.25 | 32 | 195 | 20.0% | 0.45 | 0.1208 | -0.011 | 43 | 1.20 | 2.15 | 1 | 247 | 19.3% | -0.58 | 0.1296 | -0.012 |
| 0.6500 | 0.8500 | 9 | 32 | 19.9% | 0.34 | 0.1125 | -0.010 | 44 | 1.85 | 2.55 | 16.8% | -0.70 | 0.1207 | -0.010 | ||
| 0.2000 | 0.7000 | 16 | 255 | 19.3% | 0.25 | 0.0947 | -0.009 | 45 | 2.50 | 3.40 | 166 | 15.1% | -0.80 | 0.0987 | -0.009 | |
| 0.2000 | 0.4000 | 25 | 390 | 19.9% | 0.18 | 0.0752 | -0.007 | 46 | 3.30 | 4.20 | 39 | -0.87 | 0.0746 | -0.007 | ||
| 0.1000 | 0.3500 | 24 | 112 | 21.3% | 0.13 | 0.0584 | -0.006 | 47 | 4.10 | 5.30 | 73 | -0.91 | 0.0545 | -0.005 | ||
| 0 | 0.2000 | 330 | 21.8% | 0.10 | 0.0453 | -0.005 | 48 | 5.00 | 6.20 | 7 | -0.94 | 0.0396 | -0.004 | |||
| 0 | 0.1500 | 3 | 73 | 21.1% | 0.08 | 0.0354 | -0.005 | 49 | 5.90 | 7.20 | 7 | -0.96 | 0.0291 | -0.003 | ||
| 0 | 0.1500 | 1 | 451 | 24.8% | 0.06 | 0.0281 | -0.004 | 50 | 6.80 | 8.00 | 78 | -0.97 | 0.0216 | -0.002 | ||
| 0 | 0.0500 | 7 | 219 | 28.7% | 0.02 | 0.0105 | -0.002 | 55 | 11.70 | 13.40 | -0.99 | 0.0061 | 0.000 | |||
| 0 | 0.3500 | 80 | 49.6% | 0.01 | 0.0050 | -0.002 | 60 | 16.60 | 18.30 | -1.00 | 0.0023 | 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 — Dec 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