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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Exelon Corporation (EXC) - NASDAQ Next Earnings Date: OS Estimate: Oct. 29, 2025 BO
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 0.8
Avg Daily Volume: 5,659,268    Market Cap: 44.1B
Sector: Utilities    Short Interest: 2.02
Live Interactive Chart
Days to Next Earnings: 47 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
July 31, 2025 BO 0.9 $44.26 @$44.00 $2.10
($44.26)
4.77% 1.6% I 1.53% I $44.94 $1.60
( $44.94 )
-23.81%
May 1, 2025 BO 1.0 $46.90 @$47.00 $2.02
($46.90)
4.3% -0.87% I -0.63% I $46.60 $1.70
( $46.60 )
-15.84%
Feb. 12, 2025 BO 1.0 $42.36 @$42.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2024 BO 1.0 $39.55 @$40.00
May 2, 2024 BO 1.0 $37.84 @$38.00
Feb. 21, 2024 BO 1.0 $34.73 @$35.00
Nov. 2, 2023 BO 1.0 $39.53 @$40.00
Aug. 2, 2023 BO 1.0 $41.47 @$41.00
May 3, 2023 BO 1.1 $42.57 @$43.00
Feb. 14, 2023 BO 1.1 $41.19 @$41.00

 
 
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