Exelon Corp (EXC) Historical Volatility

Tracking EXC historical volatility helps you see how much Exelon Corp's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Exelon Corp's HV tells you what really happened. Use our scanner to monitor EXC 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The EXC 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Exelon Corp's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Exelon Corporation, a utility services holding company, engages in the energy generation, delivery, and marketing businesses in the United States and Canada. It owns nuclear, fossil, wind, hydroelectric, biomass, and solar generating facilities. The company also sells electricity to wholesale and retail customers; and sells natural gas, renewable energy, and other energy-related products and services. Additionally, it is involved in the purchase and regulated retail sale of electricity and natural gas; and transmission and distribution of electricity, and distribution of natural gas to retail customers.

Further, the company offers support services, including legal, human resources, information technology, financial, supply management, accounting, engineering, customer operations, distribution and transmission planning, asset management, system operations, and power procurement services. It serves distribution utilities, municipalities, cooperatives, and financial institutions, as well as commercial, industrial, governmental, and residential customers. Exelon Corporation was incorporated in 1999 and is headquartered in Chicago, Illinois.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Exelon Corp's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where EXC HV is running hot, cold, or in line. Make the EXC 30 day historical volatility — and every other window — work for your edge instead of against it.