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EXC - Exelon
Implied Volatility Analysis

Implied Volatility:
27.6%
Put/Call-Ratio:
0.10

Exelon has an Implied Volatility (IV) of 27.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EXC is 24 and the Implied Volatility Percentile (IVP) is 69. The current Implied Volatility Index for EXC is 0.34 standard deviations away from its 1 year mean.

Market Cap$43.01B
Dividend Yield2.75% ($1.21)
Next Earnings Date8/3/2022 (34d)
Implied Volatility (IV) 30d
27.58
Implied Volatility Rank (IVR) 1y
24.20
Implied Volatility Percentile (IVP) 1y
68.70
Historical Volatility (HV) 30d
29.00
IV / HV
0.95
Open Interest
66.29K
Option Volume
1.85K
Put/Call Ratio (Volume)
0.10

Data was calculated after the 6/29/2022 closing.

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