EXC Gamma Exposure, IV Rank & Implied Volatility
Exelon Corporation (EXC) options data — GEX, IV rank, options chain & Greeks
EXC options trade with implied volatility typically in the 12% - 28% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
An IV rank near 59.5 (the value shown here is illustrative) would mean implied volatility is in roughly the 59.5th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live EXC IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real EXC IV history on the live platform →
Comprehensive options market data for Exelon Corporation (EXC).
EXC Options at a Glance
What's Covered in This Guide
1 About Exelon Corporation (EXC)
Exelon is the nation's largest utility company by customer count, serving approximately 10 million electric and gas customers through six regulated utilities.
Company Profile
Key Dates
Exelon Corporation operates in the Utilities sector.
2 EXC Options Market Overview
EXC options provide good liquidity for options traders.
Liquidity Assessment: Good
EXC options are available for trading across multiple expirations.
3 EXC Implied Volatility & IV Rank
EXC implied volatility is typically low, reflecting the regulated and defensive nature of utility operations. IV may rise during regulatory proceedings.
Earnings Impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short EXC options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
EXC IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
EXC Gamma Exposure (GEX)
Gamma Exposure analysis for EXC reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: EXC tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common EXC Options Strategies
These are strategies commonly used by traders on EXC options, based on typical market characteristics. This is not investment advice.
Popular for EXC shareholders seeking additional income.
Defined-risk directional exposure on EXC.
Range-bound strategy for EXC between events.
Key Considerations for EXC Options
- EXC options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
- Monitor earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing positions
Frequently Asked Questions: EXC Options
What is EXC's typical implied volatility?
EXC implied volatility typically ranges from 12% - 28%.
Does EXC have weekly options?
EXC offers weekly options.
What is EXC's options trading profile?
EXC (Exelon Corporation) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 12% - 28% range. The position sits in the Utilities category for portfolio diversification and options strategy design.
How does EXC implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on EXC?
Popular strategies on EXC options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 12% - 28% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is EXC's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence EXC's intraday price action. EXC tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live EXC GEX levels and the gamma-flip point on ApexVol.
What is EXC's IV rank?
EXC's IV rank shows where EXC's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. EXC implied volatility typically ranges from 12% - 28%. Check EXC's live IV rank and percentile on ApexVol's IV analytics.
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