How often does Exelon move more than the options market prices?

1 of the last 8 reports moved at least as far as the implied move.

EXCNasdaqElectric & Other Services Combined

Exelon Corp (EXC) earnings date, market-implied expected move, and options open interest by expiry

45.50

−0.95 · −2.05%

post 45.26 −0.53%

After hours17:08 ETdelayed

Open46.59Volume11.3MMkt cap$47.7BP/E17.15Div yield3.57%

Day45.01 – 46.6915%52-wk39.73 – 49.7055%

EXC

Exelon Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 11

before open · in 100 days

est.Q4 FY26

Calendar

Next report

Last report

+0.54%

vs ±3.2% implied · ×0.17

shaded = implied · ▲▼ = realized

Oct 30 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+9.21%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

1,295 managers

Top fund weight

3.36%

EXC weight · XLU

N-PORTJun 30 '26

11 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Exelon (EXC) is expected to report on Feb 11 before open (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±3.5%
avg realized: ±2.1%

Feb 12 '25Feb 12 '25confirmed±3.3%▲+1.25%×0.38

May 1 '25May 1 '25confirmed±3.7%▼−0.64%×0.17

Jul 31 '25Jul 31 '25confirmed±4.1%▲+1.54%×0.38

Q3 FY25Nov 4 '25confirmed±3.6%▲+0.39%×0.11

Q4 FY25Feb 12 '26confirmed±2.7%▲+6.97%×2.56

Q1 FY26May 6 '26confirmed±3.3%▼−2.51%×0.76

Jul 30 '26Jul 30 '26confirmed±4.2%▼−3.08%×0.74

Oct 30 '26Oct 30 '26confirmed±3.2%▲+0.54%×0.17

quarterimplied−10%0+10%realized×

Oct '26±3.2%▲+0.54%×0.17

Jul '26±4.2%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 5 expiries · Oct 30 close

0.83OI · 5 expiries · Oct 30 closeP/C open interest · Mar 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

2,755+8%Nov 2017d0.357,918−1%0.35

1,1260%Dec 1845d0.382,929−4%0.38

7,524−1%Jan 1573d0.6312,038+2%0.63

report · Feb 11 · before open · est.

1,0200%Mar 19136d1,235+2%

2410%Apr 16164d0.26917+2%0.26

ExpiryPutsCallsP/C

Nov 2017d2,755+8%7,918−1%0.35

Dec 1845d1,1260%2,929−4%0.38

Jan 1573d7,524−1%12,038+2%0.63

report · Feb 11 · before open · est.

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ1 FY26

12.69%as filednet margin · revenue +33.81% QoQ · +7.86% YoY

Revenue

$7.2B+33.81% QoQ

Gross profit

$3.0B+19.14% QoQ

41.43% margin

Operating income

$1.6B+35.44% QoQ

22.16% margin

Pre-tax income

$1.1B+54.99% QoQ

Net income

$919M+54.71% QoQ

12.69% margin

Cost of revenue

$4.2B+46.58% QoQ

Operating expenses

$1.4B+4.65% QoQ

Depreciation $952M

Other operating $443M

Other expense

$486M

Tax

$200M+56.25% QoQ

Revenue$7.2B+33.81%

Gross profit

$3.0B+19.14%

41.43% margin

Operating income

$1.6B+35.44%

22.16% margin

Pre-tax income

$1.1B+54.99%

Net income

$919M+54.71%

12.69% margin

Cost of revenue

$4.2B+46.58%

Operating expenses

$1.4B+4.65%

Depreciation $952M

Other operating $443M

Other expense

$486M

Tax$200M+56.25%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Mar 31 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 17:00 ET

Intraday

Event sensitivity

NFP ×1.26· ±1.2% vs ±0.9% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±1.2%5 of 10×1.26

PPIproducer prices±1.1%5 of 11×1.14

GDPgross domestic product±1.0%9 of 20×1.05

PCEpersonal income & outlays±0.9%11 of 20×1.02

FOMCrate decision±0.9%8 of 24×0.99

CPIconsumer prices±0.9%7 of 11×0.97

CPROFcorporate profits±0.7%5 of 12×0.78

Bar = avg |move| to ±2% · tick = ±0.9% avg day · ×base = |move| ÷ ±0.9% · min 6 releases

Earnings history

EPS 0.90 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY26	May 6 '26 · confirmed	0.90	—
Q4 FY25	Feb 12 '26 · confirmed	—	—
Q3 FY25	Nov 4 '25 · confirmed	0.86	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod