Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Exelon Corporation (EXC) - NASDAQ Next Earnings Date: Estimated on July 31, 2025
OS Projected Window: Aug. 18, 2025 to Aug. 23, 2025
EVR: 0.9
Avg Daily Volume: 7,311,908    Market Cap: 45.6B
Sector: Utilities    Short Interest: 1.91
Live Interactive Chart
Days to Next Earnings: 51 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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 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 $1.62
($42.36)
3.86% -3.65% I 1.25% I $42.89 $1.23
( $42.89 )
-24.07%
Oct. 30, 2024 BO 1.0 $39.55 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 3, 2022 BO 1.0 $38.04 @$38.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US