EXC · Expected Move
Exelon Corporation
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).
EXC straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current EXC Expected Move
30-Day Straddle
$2.20
7-Day Straddle
$0.57
30-Day ATM IV
20.1%
IV Rank
27%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $2.20 | $0.57 | 20.1% | 27% |
| 20261015 | $2.35 | $0.67 | 21.1% | 40% |
| 20261014 | $2.17 | $0.67 | 19.9% | 26% |
| 20261013 | $2.33 | $0.88 | 20.9% | 37% |
| 20261012 | $2.30 | $0.73 | 20.9% | 36% |
| 20261009 | $2.38 | $0.95 | 21.6% | 45% |
| 20261008 | $2.45 | $0.98 | 21.1% | 39% |
| 20261007 | $2.58 | $1.10 | 21.3% | 42% |
| 20261006 | $2.48 | $1.02 | 20.8% | 35% |
| 20261005 | $2.42 | $1.07 | 20.9% | 37% |
| 20261002 | $1.20 | $1.20 | 20.8% | 36% |
| 20261001 | $1.42 | $1.42 | 21.7% | 47% |
| 20260930 | $1.42 | $1.42 | 21.3% | 42% |
| 20260929 | $1.35 | $1.35 | 21.5% | 44% |
| 20260928 | $1.52 | $1.52 | 21.5% | 45% |
| 20260925 | $2.02 | $2.02 | 23.1% | 64% |
| 20260924 | $1.65 | $1.65 | 21.3% | 42% |
| 20260923 | $1.60 | $1.60 | 20.1% | 27% |
| 20260922 | $1.55 | $1.55 | 19.2% | 17% |
| 20260921 | $1.65 | $1.65 | 20.0% | 27% |
| 20260918 | $1.72 | $0.73 | 18.5% | 8% |
| 20260917 | $1.90 | $0.60 | 19.8% | 24% |
| 20260916 | $1.98 | $0.80 | 19.7% | 22% |
| 20260915 | $2.10 | $0.70 | 20.8% | 36% |
| 20260914 | $2.05 | $0.70 | 20.2% | 28% |
| 20260911 | $2.08 | $0.98 | 19.4% | 14% |
| 20260910 | $2.25 | $1.18 | 20.2% | 22% |
| 20260909 | $2.17 | $1.12 | 19.8% | 19% |
| 20260908 | $2.22 | $1.10 | 19.8% | 18% |
| 20260904 | $2.28 | $1.23 | 19.3% | 14% |
| 20260903 | $2.28 | $1.52 | 18.0% | 2% |
| 20260902 | $1.35 | $1.35 | 19.0% | 11% |
| 20260901 | $1.40 | $1.40 | 19.2% | 13% |
| 20260831 | $1.35 | $1.35 | 17.8% | 0% |
| 20260828 | $1.60 | $1.60 | 19.8% | 17% |
| 20260827 | $1.50 | $1.50 | 18.5% | 5% |
| 20260826 | $1.62 | $1.62 | 18.0% | 0% |
| 20260825 | $1.58 | $1.58 | 18.6% | 0% |
| 20260824 | $1.67 | $1.67 | 19.0% | 4% |
| 20260821 | $1.98 | $0.25 | 20.1% | 14% |
| 20260820 | $1.95 | $0.68 | 19.4% | 8% |
| 20260819 | $1.95 | $0.85 | 18.6% | 0% |
| 20260818 | $2.05 | $0.93 | 18.6% | 0% |
| 20260817 | $2.15 | $1.15 | 19.4% | 0% |
| 20260814 | $2.23 | $0.90 | 19.3% | 0% |
| 20260813 | $2.28 | $1.05 | 19.4% | 0% |
| 20260812 | $2.25 | $1.10 | 19.7% | 2% |
| 20260811 | $2.27 | $1.17 | 19.8% | 3% |
| 20260810 | $2.45 | $1.30 | 20.7% | 14% |
| 20260807 | — | — | 21.2% | 19% |
| 20260806 | $2.62 | $1.62 | 20.5% | 11% |
| 20260805 | $1.55 | $1.55 | 20.2% | 8% |
| 20260804 | $1.65 | $1.65 | 22.1% | 28% |
| 20260803 | $1.77 | $1.77 | 21.9% | 26% |
| 20260731 | $1.75 | $1.75 | 20.9% | 15% |
| 20260730 | $1.95 | $1.95 | 20.8% | 14% |
| 20260729 | $2.15 | $2.15 | 22.4% | 31% |
| 20260728 | $2.55 | $2.55 | 25.0% | 59% |
| 20260727 | $2.50 | $2.50 | 24.7% | 57% |
| 20260724 | $2.30 | $2.30 | 21.8% | 26% |
More on EXC
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.