Exelon’s Implied Volatility: Let’s Take a Look

Exelon and its implied volatility

As of August 24, 2016, Exelon’s implied volatility was 18.7%, nearly at par with its 15-day average.

Exelon’s Implied Volatility: Let’s Take a Look

As of August 24, 2016, NRG Energy (NRG) has the highest implied volatility figure of all the utility companies (VPU). The company’s implied volatility is 45.3%.

As you can see in the graph above, falling implied volatility is generally associated with a gain in a stock’s price and vice versa.

Next, let’s analyze what institutional investors are doing with their EXC holdings.