Exelon Corporation (EXC) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
Exelon Corporation (EXC) operates in the Utilities sector, specifically the Regulated Electric industry, with a market capitalization near $45.30B, listed on NASDAQ, employing roughly 20,000 people, carrying a beta of 0.42 to the broader market. Exelon Corporation, a utility services holding company, engages in the energy generation, delivery, and marketing businesses in the United States and Canada. Led by Calvin G. Butler Jr., public since 1973-05-02.
Snapshot as of May 15, 2026.
- Spot Price
- $43.47
- ATM IV
- 21.3%
- IV Skew 25Δ
- 0.015
- IV Rank
- 45.1%
- IV Percentile
- 67.5%
- Term Structure Slope
- -0.009
As of May 15, 2026, Exelon Corporation (EXC) at-the-money implied volatility is 21.3%. IV rank is 45.1% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 67.5%. The 25-delta skew is +0.015: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
EXC Strategy Selection at Current Volatility Levels
For Exelon Corporation options at 21.3% ATM IV, mid-range IV rank (45.1%) is the regime where directional conviction matters more than vol-regime positioning; strategy choice should follow the event calendar and the dealer-positioning view rather than IV rank alone. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
Learn how volatility skew is reported and how to read the data →
Frequently asked EXC volatility skew questions
- What is the current EXC ATM implied volatility?
- As of May 15, 2026, Exelon Corporation (EXC) at-the-money implied volatility is 21.3%. IV rank is 45.1% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is EXC IV high or low historically?
- IV is near its 1-year median, a regime where strategy choice depends on directional conviction and event calendar rather than vol regime.
- What does EXC volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Exelon Corporation skew is roughly flat across the 25-delta wings. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.