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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Exelon Corporation (EXC) - NASDAQ Next Earnings Date: OS Estimate: Feb. 17, 2027 BO
OS Projected Window: Feb. 15, 2027 to Feb. 20, 2027
EVR: 1.3
Avg Daily Volume: 8,844,767    Market Cap: 47.6B
Sector: Utilities    Short Interest: 3.13
Live Interactive Chart
Days to Next Earnings: 99 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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
Oct. 30, 2026 BO 1.2 $45.91 @$46.00 $1.75
($45.91)
3.8% 2.57% I 0.54% I $46.16 $1.32
( $46.16 )
-24.57%
July 30, 2026 BO 1.1 $47.03 @$47.00 $2.15
($47.03)
4.57% -4.86% O -3.08% I $45.58 $2.27
( $45.58 )
5.58%
May 6, 2026 BO 1.2 $46.18 @$46.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 12, 2026 BO 0.9 $44.45 @$44.00
Nov. 4, 2025 BO 0.8 $46.20 @$46.00
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

 
 
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