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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Talen Energy Corporation (TLN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 25, 2026 AC
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 1.9
Avg Daily Volume: 917,590    Market Cap: 17.7B
Sector: None    Short Interest: 5.65
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 5, 2025 AC 2.0 $403.49 @$405.00 $42.20
($403.49)
10.42% -6.02% I -4.35% I $385.93 $38.90
( $385.93 )
-7.82%
Aug. 7, 2025 BO 2.0 $378.67 @$377.50 $28.30
($378.67)
7.5% -2.75% I -0.81% I $375.58 $21.10
( $375.58 )
-25.44%
May 8, 2025 BO 2.1 $231.31 @$230.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2025 AC 2.2 $201.82 @$200.00
Nov. 14, 2024 BO 2.3 $206.52 @$210.00
Aug. 13, 2024 BO 1.8 $119.76 @$120.00
Feb. 23, 2017 BO None $14.00 @$15.00
Nov. 10, 2016 BO 2.2 $13.96 @$15.00
Aug. 4, 2016 BO 2.2 $13.56 @$12.50
May 10, 2016 BO 2.4 $12.23 @$12.50

 
 
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