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Exelon Corporation EXC 46.24 0.74 1.63%

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ATM IV
0.197
Put Call Ratio (OI)
0.543
Put Call Ratio (Vol)
0.898
IV Rank
28.5
IV Percentile
21.1
Max pain
43

Gamma exposure (2026-11-04)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
16.0
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-26.2
26.2
View values by strike
EXC · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
23.00 71.3 -65.1
25.00 84.1 -1.24 K
28.00 648 -2.57 K
30.00 428 -3.78 K
33.00 433 -24.2 K
34.00 0 -73
35.00 1.24 K -10.4 K
36.00 0 -32.3
37.00 0 -4.76 K
38.00 8.48 K -61.5 K
39.00 0 -12.9 K
40.00 33.9 K -207 K
41.00 17 K -50 K
42.00 73.3 K -132 K
43.00 229 K -271 K
44.00 244 K -258 K
45.00 656 K -295 K
46.00 448 K -67.5 K
47.00 2.17 M -114 K
48.00 431 K -2.78 K
49.00 336 K -1.38 K
50.00 452 K -34.5 K
55.00 109 K -147
60.00 65.5 K -61.3
65.00 12.9 K 0
70.00 3.32 K 0