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EXC - Exelon
Implied Volatility Analysis

Implied Volatility:
30.1%
Put/Call-Ratio:
0.18

Exelon has an Implied Volatility (IV) of 30.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EXC is 26 and the Implied Volatility Percentile (IVP) is 63. The current Implied Volatility Index for EXC is 0.21 standard deviations away from its 1 year mean.

Market Cap$41.49B
Dividend Yield3.20% ($1.33)
Next Earnings Date2/24/2023 (79d)
Implied Volatility (IV) 30d
30.14
Implied Volatility Rank (IVR) 1y
26.16
Implied Volatility Percentile (IVP) 1y
63.30
Historical Volatility (HV) 30d
24.40
IV / HV
1.24
Open Interest
63.49K
Option Volume
3.80K
Put/Call Ratio (Volume)
0.18

Data was calculated after the 12/6/2022 closing.

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