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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Talen Energy Corporation (TLN) - NASDAQ Next Earnings Date: OS Estimate: Nov. 11, 2026 AC
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 2.0
Avg Daily Volume: 848,729    Market Cap: 14.2B
Sector: Utilities    Short Interest: 4.51
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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. 5, 2026 AC 2.0 $329.84 @$330.00 $40.60
($329.84)
12.3% 4.59% I 2.56% I $338.31 $32.55
( $338.31 )
-19.83%
May 5, 2026 AC 1.9 $384.90 @$385.00 $34.75
($384.90)
9.03% 7.25% I 6.51% I $409.99 $35.40
( $409.99 )
1.87%
Feb. 26, 2026 AC 1.9 $390.05 @$390.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 AC 2.0 $403.49 @$405.00
Aug. 7, 2025 BO 2.0 $378.67 @$377.50
May 8, 2025 BO 2.1 $231.31 @$230.00
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 $46.50 @$15.00

 
 
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