EXC (Exelon Corporation)

Expected Move & Straddle Price History

The expected move for EXC is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current EXC Expected Move
30-Day Straddle
$2.75
7-Day Straddle
$0.75
Avg IV
0.3%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to EXC's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
EXC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260716 $2.75 $0.75 0.3% 3%
20260715 $2.88 $0.88 0.3% 0%
20260714 $2.83 $0.70 0.3% 1%
20260713 $2.92 $0.73 0.3% 2%
20260710 $2.90 $1.05 0.3% 2%
20260709 $2.92 $0.93 0.3% 0%
20260708 $2.97 $1.38 0.3% 0%
20260707 $3.12 $1.48 0.3% 0%
20260706 $3.12 $1.30 0.3% 0%
20260702 $1.65 $1.65 0.5% 15%
20260701 $1.58 $1.58 0.5% 16%
20260630 $1.52 $1.52 0.5% 14%
20260629 $1.95 $1.95 0.4% 11%
20260626 $1.75 $1.75 0.4% 10%
20260625 $1.77 $1.77 0.4% 11%
20260624 $1.80 $1.80 0.4% 8%
20260623 $1.85 $1.85 0.4% 8%
20260622 $2.12 $2.12 0.4% 8%
20260618 $2.08 $0.50 0.4% 5%
20260617 $2.17 $1.00 0.4% 4%
20260616 $2.12 $0.85 0.4% 4%
20260615 $2.23 $0.83 0.4% 3%
20260613 $2.35 $1.05 0.4% 5%
20260612 $2.33 $1.15 0.3% 2%
20260611 $2.30 $1.12 0.4% 3%
20260610 $2.60 $1.25 0.4% 3%
20260609 $2.70 $1.48 0.4% 3%
20260608 $2.48 $1.45 0.4% 5%
20260605 $2.75 $1.60 0.3% 2%
20260604 $2.65 $1.60 0.3% 4%
20260603 $2.73 $1.82 0.3% 3%
20260602 $1.70 $1.70 1.3% 100%
20260601 $1.73 $1.73 1.3% 100%
20260529 $1.85 $1.85 1.3% 100%
20260528 $2.40 $2.40 1.2% 100%
20260527 $1.82 $1.82 1.2% 100%
20260526 $1.95 $1.95 1.1% 100%
20260522 $1.95 $1.95 1.1% 100%
20260521 $1.98 $1.98 1.0% 100%
20260520 $2.08 $2.08 1.0% 98%
20260519 $2.12 $2.12 1.0% 100%
20260518 $2.20 $2.20 1.0% 100%
20260515 $2.00 $0.60 1.0% 100%
20260514 $2.30 $0.68 0.9% 99%
20260513 $2.48 $0.77 0.9% 100%
20260512 $2.47 $0.82 0.9% 100%
20260511 $2.42 $1.02 0.9% 100%
20260510 $2.45 $0.95 0.9% 100%
20260508 $2.45 $0.95 0.9% 100%
20260507 $2.60 $1.33 0.9% 95%
20260506 $2.85 $1.38 0.9% 100%
20260505 $2.88 $1.98 0.9% 100%
20260504 $3.03 $1.88 0.9% 100%
20260502 $1.93 $1.93 0.4% 36%
20260501 $2.05 $2.05 0.4% 31%
20260430 $2.08 $2.08 0.4% 23%
20260429 $2.15 $2.15 0.4% 36%
20260428 $2.30 $2.30 0.5% 45%
20260427 $2.40 $2.40 0.4% 39%
20260424 $2.40 $2.40 0.4% 36%