Exelon Corporation (EXC)
NASDAQ: EXC
· Real-Time Price · USD
44.63
-0.60 (-1.33%)
At close: Aug 14, 2025, 3:59 PM
44.62
-0.02%
Pre-market: Aug 15, 2025, 05:11 AM EDT
EXC Delta Exposure By Expiry
The total Delta Exposure (DEX) for EXC across all expirations shows 549,489.09 net shares that market makers must hedge, with 774,969.35 from calls and 225,480.26 from puts. The put-call delta ratio of 0.29 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Jan 16, 26 with 249,153.34 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
EXC DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 212,419.62 | -29,622.61 | 182,797.01 | 0.14 |
| Oct 17, 25 | 99,704.42 | -31,619.82 | 68,084.6 | 0.32 |
| Jan 16, 26 | 342,300.85 | -93,147.51 | 249,153.34 | 0.27 |
| Mar 20, 26 | 34,457.44 | -14,337.45 | 20,119.99 | 0.42 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| Jun 18, 26 | 55,238.24 | -44,311.96 | 10,926.28 | 0.80 |
| Sep 18, 26 | 4,980.35 | -6,863.56 | -1,883.21 | 1.38 |
| Jan 15, 27 | 25,868.43 | -5,577.35 | 20,291.08 | 0.22 |