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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Talen Energy Corporation (TLN) - NASDAQ Next Earnings Date: OS Estimate: Nov. 12, 2025 BO
OS Projected Window: Nov. 10, 2025 to Nov. 15, 2025
EVR: 2.0
Avg Daily Volume: 1,237,861    Market Cap: N/A
Sector: None    Short Interest: 12.55
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
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 $20.15
($231.31)
8.76% 4.88% I -1.16% I $228.61 $15.05
( $228.61 )
-25.31%
Feb. 27, 2025 AC 2.2 $201.82 @$200.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 25, 2016 BO 2.0 $6.69 @$7.50

 
 
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