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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Exelon Corporation (EXC) - NASDAQ Next Earnings Date: Estimated on July 30, 2026
OS Projected Window: Aug. 17, 2026 to Aug. 22, 2026
EVR: 1.1
Avg Daily Volume: 8,520,419    Market Cap: 46.9B
Sector: Utilities    Short Interest: 4.07
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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
May 6, 2026 BO 1.2 $46.18 @$46.00 $1.98
($46.18)
4.3% -2.57% I -2.51% I $45.02 $1.62
( $45.02 )
-18.18%
Feb. 12, 2026 BO 0.9 $44.45 @$44.00 $1.50
($44.45)
3.41% 8.97% O 6.97% O $47.55 $3.60
( $47.55 )
140.0%
Nov. 4, 2025 BO 0.8 $46.20 @$46.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2025 BO 0.9 $44.26 @$44.00
May 1, 2025 BO 1.0 $46.90 @$47.00
Feb. 12, 2025 BO 1.0 $42.36 @$42.00
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

 
 
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