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 ±10.7% (37.73–46.78) · ATM IV 20.3% · P/C open interest 0.98
| 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 | |
| 16.90 | 18.50 | 52.0% | 0.99 | 0.0034 | 0.000 | 25 | 0 | 0.4500 | 50.7% | -0.02 | 0.0042 | -0.002 | ||||
| 14.30 | 15.50 | 48.1% | 0.98 | 0.0063 | 0.000 | 28 | 0 | 0.5000 | 35 | 42.3% | -0.03 | 0.0074 | -0.002 | |||
| 12.10 | 13.60 | 2 | 39.1% | 0.96 | 0.0094 | -0.001 | 30 | 0.0500 | 0.5500 | 24 | 38.1% | -0.05 | 0.0109 | -0.003 | ||
| 9.40 | 10.70 | 2 | 1 | 34.2% | 0.93 | 0.0172 | -0.002 | 33 | 0.0500 | 0.6000 | 31 | 30.2% | -0.08 | 0.0190 | -0.004 | |
| 7.60 | 8.80 | 30.6% | 0.90 | 0.0253 | -0.003 | 35 | 0.1000 | 0.7000 | 23 | 26.2% | -0.12 | 0.0275 | -0.005 | |||
| 5.10 | 5.60 | 1 | 22.9% | 0.81 | 0.0437 | -0.005 | 38 | 0.6500 | 0.9500 | 163 | 23.4% | -0.22 | 0.0457 | -0.006 | ||
| 3.60 | 4.10 | 14 | 23 | 21.9% | 0.71 | 0.0591 | -0.006 | 40 | 1.15 | 1.40 | 378 | 21.9% | -0.32 | 0.0604 | -0.007 | |
| 1.80 | 2.20 | 1 | 240 | 20.1% | 0.51 | 0.0756 | -0.007 | 43 | 2.35 | 2.70 | 193 | 20.6% | -0.52 | 0.0756 | -0.007 | |
| 1.00 | 1.40 | 10 | 74 | 19.7% | 0.37 | 0.0726 | -0.006 | 45 | 3.10 | 4.00 | 43 | 18.2% | -0.67 | 0.0758 | -0.006 | |
| 0.6000 | 0.8500 | 10 | 194 | 20.0% | 0.25 | 0.0600 | -0.006 | 47 | 4.50 | 5.50 | 4 | 16.0% | -0.80 | 0.0672 | -0.006 | |
| 0.0500 | 0.5000 | 1 | 189 | 19.7% | 0.13 | 0.0388 | -0.004 | 50 | 7.10 | 8.40 | 3 | -0.92 | 0.0405 | -0.003 | ||
| 0 | 0.2000 | 181 | 22.4% | 0.06 | 0.0176 | -0.002 | 55 | 11.70 | 13.50 | -0.99 | 0.0094 | 0.000 | ||||
| 0 | 0.4500 | 10 | 32.9% | 0.03 | 0.0088 | -0.001 | 60 | 16.60 | 18.60 | -1.00 | 0.0017 | 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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs