Exelon Corporation (EXC) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Exelon Corporation

NASDAQ: EXC · Real-Time Price · USD
45.34
0.37 (0.82%)
At close: Oct 03, 2025, 3:59 PM
45.55
0.46%
After-hours: Oct 03, 2025, 07:47 PM EDT

Exelon Greeks

Delta, Gamma, Theta, and Vega Greek Charts for EXC options.

Delta Table

Strike Price Delta Gamma Theta Vega
25.00 0.8510 0.0109 -0.2499 0.0219
30.00 0.8030 0.0186 -0.2249 0.0267
35.00 0.7031 0.0389 -0.2103 0.0366
36.00 0.6599 0.0472 -0.2121 0.0409
37.00 0.6201 0.0567 -0.2051 0.0443
38.00 0.5874 0.0690 -0.1862 0.0469
39.00 0.5424 0.0836 -0.1792 0.0498
40.00 0.4802 0.1049 -0.1673 0.0537
41.00 0.5170 0.1486 -0.1282 0.0490
42.00 0.4636 0.2523 -0.1095 0.0510
43.00 0.1977 0.9062 -0.0916 0.0646
44.00 -0.5431 0.0803 -0.0672 0.0335
45.00 -0.6556 0.0921 -0.0494 0.0311
46.00 -0.7824 0.0881 -0.0312 0.0249
47.00 -0.9016 0.0626 -0.0126 0.0147
48.00 -0.9255 0.0455 -0.0108 0.0119
49.00 -0.9334 0.0365 -0.0114 0.0109
50.00 -0.9504 0.0274 -0.0086 0.0087
55.00 -0.8927 0.0235 -0.0464 0.0156
60.00 -0.8981 0.0174 -0.0591 0.0150
65.00 -0.9635 0.0086 -0.0198 0.0068