Exelon Corp (EXC) Straddle

Trading a EXC straddle lets you take a pure volatility position on Exelon Corp without committing to a direction. Exelon Corp's straddle involves buying (or selling) a call and a put at the same strike and expiration, profiting when the stock moves more (or less) than the combined premium implies. Use our scanner to evaluate EXC straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on EXC profits from large moves in either direction and is a classic play into binary events like earnings, product announcements, or macro releases. A short straddle profits when Exelon Corp stays range-bound and implied volatility contracts. The breakeven points are simple: strike plus total premium on the upside, strike minus total premium on the downside. Comparing the EXC straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

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.

Earnings, product cycles, macro prints — any time volatility itself is the trade, the EXC straddle is the cleanest expression of that view. Our scanner prices every EXC straddle against historical realized moves, flags expirations where the market is overpaying or underpaying for vol, and ranks setups by breakeven width and IV rank. Whether you're long a EXC straddle into a catalyst or short a EXC straddle to harvest decay, the options straddle setups that matter are all in one place.