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Exelon Corporation EXC 46.24 0.74 1.63%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $46.24
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±0.9% ±$0.41 $45.84 – $46.65 $45.75 – $46.74 $45.37 – $47.12
2 sessions ±1.2% ±$0.57 $45.68 – $46.81 $45.56 – $46.93 $45.02 – $47.47
3 sessions ±1.6% ±$0.72 $45.53 – $46.96 $45.39 – $47.10 $44.72 – $47.77
1 week ±2.0% ±$0.91 $45.33 – $47.16 $45.13 – $47.36 $44.31 – $48.18
2 weeks ±2.8% ±$1.28 $44.97 – $47.52 $44.67 – $47.82 $43.52 – $48.97
3 weeks ±3.4% ±$1.59 $44.66 – $47.83 $44.28 – $48.21 $42.91 – $49.58
1 month ±4.1% ±$1.89 $44.36 – $48.13 $43.90 – $48.59 $42.25 – $50.24
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±3.54%
Average actual move
3.58%
Beyond the implied move
1 / 3
Median IV change
-10.44%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±3.95% -2.51% 0.64× —
February 12, 2026 ±3.49% +6.97% 2.00× —
February 12, 2025 ±3.19% +1.25% 0.39× 24.1% → 17.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →