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
$1.40
7-Day Straddle
$1.40
Avg IV
0.5%
IV Rank
24%
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
20260901 $1.40 $1.40 0.5% 24%
20260831 $1.35 $1.35 0.5% 21%
20260828 $1.60 $1.60 0.4% 13%
20260827 $1.50 $1.50 0.5% 21%
20260826 $1.62 $1.62 0.4% 12%
20260825 $1.58 $1.58 0.4% 12%
20260824 $1.67 $1.67 0.5% 16%
20260821 $1.98 $0.25 0.5% 18%
20260820 $1.95 $0.68 0.4% 15%
20260819 $1.95 $0.85 0.5% 16%
20260818 $2.05 $0.93 0.4% 13%
20260817 $2.15 $1.15 0.4% 10%
20260814 $2.23 $0.90 0.4% 13%
20260813 $2.28 $1.05 0.3% 5%
20260812 $2.25 $1.10 0.4% 9%
20260811 $2.27 $1.17 0.3% 5%
20260810 $2.45 $1.30 0.4% 14%
20260806 $2.62 $1.62 0.4% 10%
20260805 $1.55 $1.55 0.4% 9%
20260804 $1.65 $1.65 0.4% 7%
20260803 $1.77 $1.77 0.4% 8%
20260731 $1.75 $1.75 0.3% 3%
20260730 $1.95 $1.95 0.3% 5%
20260729 $2.15 $2.15 0.3% 4%
20260728 $2.55 $2.55 0.4% 7%
20260727 $2.50 $2.50 0.4% 8%
20260724 $2.30 $2.30 0.4% 7%
20260723 $2.65 $2.65 0.4% 6%
20260722 $2.53 $2.53 0.4% 6%
20260721 $2.80 $2.80 0.3% 5%
20260720 $2.50 $2.50 0.3% 3%
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%