IntraAlpha
Create free account Start free

Exelon Corporation Common Stock EXC

i

Market datapartial · fetched 2026-10-22T14:32:57.753Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:32:54.563286519Z

FundamentalsAlpha Vantage · unavailable

Share price$43.73
1D+1.7%
$42.96$43.19$43.42$43.66$43.895:30 AM6:30 AM9:00 AM1:00 PMEXC
Sold putSold call

Exelon Corporation Common Stock options

Live interpolated EXC call and put midpoint premiums by absolute delta.Exelon Corporation Common Stock$0.16$1.16$2.15$3.15$4.15$38.91$41.21$43.51$45.80$48.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EXC spot · $43.73EXC PRICE$0.27$0.36$0.46$0.57$0.72$0.87$1.03$1.23$1.43$1.64$1.86$2.08$2.36$0.35$0.47$0.57$0.67$0.80$0.92$1.05$1.30$1.58$1.86$2.17$2.48$3.86
PutsCheap0.87×
CallsCheap0.75×
SkewBearish+2.13 pp
Implied moveBalanced±$2.08
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.0719.9%6.0%41.4624.4%6.0%
25Δ45.6519.8%5.2%41.9724.5%5.1%
30Δ45.2719.8%4.6%42.4323.5%4.3%
35Δ44.9020.0%4.0%42.8822.4%3.5%
40Δ44.5820.6%3.6%43.2521.7%2.9%
45Δ44.2721.2%3.2%43.5921.1%2.4%
50Δ43.9521.7%2.9%43.9420.6%1.9%
55Δ43.6021.9%2.5%44.3121.2%1.6%
60Δ43.2522.2%2.2%44.6922.2%1.4%
65Δ42.9022.2%1.8%45.0823.0%1.2%
70Δ42.5521.7%1.5%45.5123.1%0.9%
75Δ42.2021.2%1.2%45.9423.1%0.6%
80Δ41.8020.8%1.0%47.3529.9%0.5%

20Δ

Calls
Pseudo strike
46.07
IV
19.9%
B/E move
6.0%
Puts
Pseudo strike
41.46
IV
24.4%
B/E move
6.0%

25Δ

Calls
Pseudo strike
45.65
IV
19.8%
B/E move
5.2%
Puts
Pseudo strike
41.97
IV
24.5%
B/E move
5.1%

30Δ

Calls
Pseudo strike
45.27
IV
19.8%
B/E move
4.6%
Puts
Pseudo strike
42.43
IV
23.5%
B/E move
4.3%

35Δ

Calls
Pseudo strike
44.90
IV
20.0%
B/E move
4.0%
Puts
Pseudo strike
42.88
IV
22.4%
B/E move
3.5%

40Δ

Calls
Pseudo strike
44.58
IV
20.6%
B/E move
3.6%
Puts
Pseudo strike
43.25
IV
21.7%
B/E move
2.9%

45Δ

Calls
Pseudo strike
44.27
IV
21.2%
B/E move
3.2%
Puts
Pseudo strike
43.59
IV
21.1%
B/E move
2.4%

50Δ

Calls
Pseudo strike
43.95
IV
21.7%
B/E move
2.9%
Puts
Pseudo strike
43.94
IV
20.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
43.60
IV
21.9%
B/E move
2.5%
Puts
Pseudo strike
44.31
IV
21.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
43.25
IV
22.2%
B/E move
2.2%
Puts
Pseudo strike
44.69
IV
22.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
42.90
IV
22.2%
B/E move
1.8%
Puts
Pseudo strike
45.08
IV
23.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
42.55
IV
21.7%
B/E move
1.5%
Puts
Pseudo strike
45.51
IV
23.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
42.20
IV
21.2%
B/E move
1.2%
Puts
Pseudo strike
45.94
IV
23.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
41.80
IV
20.8%
B/E move
1.0%
Puts
Pseudo strike
47.35
IV
29.9%
B/E move
0.5%

Options history

No recorded observations