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Exelon Corporation Common Stock EXC

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-11T15:49:12.434Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:49:08.971128646Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:49:11.361124+00:00

Share price$45.41
1D+0.3%
$45.23$45.33$45.42$45.51$45.615:30 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$0.13$0.65$1.17$1.68$2.20$41.96$43.66$45.36$47.05$48.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EXC spot · $45.41EXC PRICE$0.24$0.29$0.34$0.40$0.46$0.53$0.60$0.68$0.75$0.92$1.36$1.80$2.05$0.18$0.25$0.31$0.37$0.44$0.53$0.62$0.71$0.79$0.89$1.03$1.17$1.31
PutsCheap0.52×
CallsCheap0.67×
SkewBullish-4.76 pp
Implied moveBalanced±$1.22
TiltBullish9.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.4731.0%5.1%44.1422.2%3.2%
25Δ46.9028.1%3.9%44.3821.9%2.8%
30Δ46.5526.1%3.3%44.6321.6%2.4%
35Δ46.2024.2%2.6%44.8821.3%2.0%
40Δ45.9122.8%2.1%45.0921.0%1.7%
45Δ45.7222.1%1.9%45.2820.7%1.5%
50Δ45.5321.3%1.6%45.4620.4%1.3%
55Δ45.3320.5%1.3%45.6520.1%1.0%
60Δ45.1419.8%1.1%45.8319.8%0.8%
65Δ44.8820.8%0.9%46.0219.5%0.6%
70Δ44.4426.3%0.9%46.2118.9%0.5%
75Δ44.0031.9%0.9%46.4118.3%0.4%
80Δ43.6630.7%0.7%46.6117.7%0.3%

20Δ

Calls
Pseudo strike
47.47
IV
31.0%
B/E move
5.1%
Puts
Pseudo strike
44.14
IV
22.2%
B/E move
3.2%

25Δ

Calls
Pseudo strike
46.90
IV
28.1%
B/E move
3.9%
Puts
Pseudo strike
44.38
IV
21.9%
B/E move
2.8%

30Δ

Calls
Pseudo strike
46.55
IV
26.1%
B/E move
3.3%
Puts
Pseudo strike
44.63
IV
21.6%
B/E move
2.4%

35Δ

Calls
Pseudo strike
46.20
IV
24.2%
B/E move
2.6%
Puts
Pseudo strike
44.88
IV
21.3%
B/E move
2.0%

40Δ

Calls
Pseudo strike
45.91
IV
22.8%
B/E move
2.1%
Puts
Pseudo strike
45.09
IV
21.0%
B/E move
1.7%

45Δ

Calls
Pseudo strike
45.72
IV
22.1%
B/E move
1.9%
Puts
Pseudo strike
45.28
IV
20.7%
B/E move
1.5%

50Δ

Calls
Pseudo strike
45.53
IV
21.3%
B/E move
1.6%
Puts
Pseudo strike
45.46
IV
20.4%
B/E move
1.3%

55Δ

Calls
Pseudo strike
45.33
IV
20.5%
B/E move
1.3%
Puts
Pseudo strike
45.65
IV
20.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
45.14
IV
19.8%
B/E move
1.1%
Puts
Pseudo strike
45.83
IV
19.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
44.88
IV
20.8%
B/E move
0.9%
Puts
Pseudo strike
46.02
IV
19.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
44.44
IV
26.3%
B/E move
0.9%
Puts
Pseudo strike
46.21
IV
18.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
44.00
IV
31.9%
B/E move
0.9%
Puts
Pseudo strike
46.41
IV
18.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
43.66
IV
30.7%
B/E move
0.7%
Puts
Pseudo strike
46.61
IV
17.7%
B/E move
0.3%

Options history

IV · four-Friday blend17.56%
Daily close
EXC17.1%20.2%23.3%2026-08-13: 19.49%2026-08-14: 19.16%2026-08-17: 21.29%2026-08-18: 20.98%2026-08-21: 20.59%2026-08-24: 20.37%2026-08-25: 20.19%2026-08-26: 19.36%2026-08-27: 19.84%2026-08-28: 20.09%2026-08-31: 19.09%2026-09-01: 20.01%2026-09-02: 19.96%2026-09-03: 19.88%2026-09-04: 19.98%2026-09-08: 20.37%2026-09-09: 20.45%2026-09-10: 21.21%2026-09-11: 20.44%2026-09-14: 21.20%2026-09-15: 22.21%2026-09-16: 22.63%2026-09-18: 20.12%2026-09-21: 20.78%2026-09-22: 19.59%2026-09-23: 20.24%2026-09-24: 21.93%2026-09-25: 22.87%2026-09-28: 21.33%2026-09-29: 21.36%2026-09-30: 21.66%2026-10-01: 21.59%2026-10-02: 20.51%2026-10-05: 20.51%2026-10-06: 20.36%2026-10-07: 20.53%2026-10-08: 20.50%2026-10-09: 20.30%2026-10-12: 20.38%2026-10-13: 22.14%2026-10-16: 20.56%2026-10-19: 20.55%2026-10-20: 20.85%2026-10-21: 20.54%2026-10-22: 20.75%2026-10-23: 19.77%2026-10-26: 20.94%2026-10-27: 20.82%2026-10-28: 20.13%2026-10-29: 20.34%2026-10-30: 17.56%Aug 13Sep 23Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.49%
19.16%
21.29%
20.98%
20.59%
20.37%
20.19%
19.36%
19.84%
20.09%
19.09%
20.01%
19.96%
19.88%
19.98%
20.37%
20.45%
21.21%
20.44%
21.20%
22.21%
22.63%
20.12%
20.78%
19.59%
20.24%
21.93%
22.87%
21.33%
21.36%
21.66%
21.59%
20.51%
20.51%
20.36%
20.53%
20.50%
20.30%
20.38%
22.14%
20.56%
20.55%
20.85%
20.54%
20.75%
19.77%
20.94%
20.82%
20.13%
20.34%
17.56%