TLN · Expected Move
Talen Energy Corporation Common Stock
The expected move for TLN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
TLN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current TLN Expected Move
30-Day Straddle
$48.55
7-Day Straddle
$26.90
30-Day ATM IV
63.9%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to TLN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
TLN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $48.55 | $26.90 | 63.9% | 62% |
| 20261021 | $50.70 | $27.15 | 62.3% | 55% |
| 20261020 | $50.85 | $29.35 | 62.7% | 57% |
| 20261019 | $50.40 | $19.50 | 61.3% | 50% |
| 20261016 | $48.00 | $22.85 | 60.2% | 46% |
| 20261015 | $46.90 | $23.80 | 59.2% | 42% |
| 20261014 | $50.00 | $27.60 | 61.0% | 49% |
| 20261013 | $53.75 | $27.80 | 60.6% | 48% |
| 20261012 | $52.65 | $21.65 | 59.0% | 41% |
| 20261009 | $50.20 | $26.85 | 59.7% | 44% |
| 20261008 | $51.50 | $26.65 | 63.4% | 59% |
| 20261007 | $51.65 | $28.75 | 59.5% | 43% |
| 20261006 | $51.35 | $31.45 | 58.7% | 39% |
| 20261005 | $44.70 | $16.20 | 55.9% | 28% |
| 20261002 | $35.80 | $18.65 | 52.5% | 14% |
| 20261001 | $38.15 | $20.20 | 53.1% | 16% |
| 20260930 | $36.90 | $20.60 | 51.3% | 8% |
| 20260929 | $38.00 | $22.25 | 51.9% | 11% |
| 20260928 | $37.10 | $16.30 | 51.6% | 10% |
| 20260925 | $33.65 | $16.80 | 50.2% | 4% |
| 20260924 | $34.20 | $18.55 | 51.2% | 8% |
| 20260923 | $35.45 | $20.40 | 51.7% | 10% |
| 20260922 | $35.25 | $20.40 | 51.6% | 10% |
| 20260921 | $35.85 | $13.30 | 51.5% | 9% |
| 20260918 | $32.80 | $17.25 | 49.9% | 3% |
| 20260917 | $34.25 | $17.00 | 51.0% | 7% |
| 20260916 | $36.70 | $19.70 | 55.0% | 24% |
| 20260915 | $33.50 | $21.05 | 51.5% | 9% |
| 20260914 | $34.85 | $14.18 | 51.2% | 8% |
| 20260911 | $35.30 | $15.95 | 50.1% | 4% |
| 20260910 | $37.90 | $19.60 | 53.0% | 16% |
| 20260909 | $37.45 | $23.75 | 51.6% | 10% |
| 20260908 | $41.00 | $23.45 | 54.2% | 21% |
| 20260904 | $36.25 | $16.55 | 50.7% | 6% |
| 20260903 | $35.60 | $18.60 | 51.7% | 10% |
| 20260902 | $34.90 | $17.75 | 50.0% | 3% |
| 20260901 | $35.05 | $19.75 | 51.7% | 10% |
| 20260831 | $36.10 | $11.15 | 50.8% | 6% |
| 20260828 | $31.25 | $15.80 | 49.3% | 0% |
| 20260827 | $35.60 | $18.90 | 52.2% | 7% |
| 20260826 | $35.45 | $20.70 | 51.2% | 2% |
| 20260825 | $37.40 | $19.10 | 52.0% | 6% |
| 20260824 | $37.95 | $16.65 | 52.6% | 9% |
| 20260821 | $36.70 | $18.10 | 53.3% | 12% |
| 20260820 | $38.00 | $19.10 | 54.1% | 15% |
| 20260819 | $38.20 | $22.55 | 51.4% | 3% |
| 20260818 | $48.55 | $32.25 | 65.7% | 67% |
| 20260817 | $42.75 | $17.10 | 50.7% | 0% |
| 20260814 | $41.75 | $20.50 | 51.3% | 0% |
| 20260813 | $41.75 | $22.65 | 51.7% | 0% |
| 20260812 | $43.85 | $25.30 | 52.8% | 1% |
| 20260811 | $47.05 | $30.05 | 56.4% | 19% |
| 20260810 | $46.65 | $18.35 | 58.1% | 27% |
| 20260807 | — | — | 59.3% | 33% |
| 20260806 | $48.20 | $27.80 | 64.0% | 56% |
| 20260805 | $51.45 | $35.90 | 68.6% | 79% |
| 20260804 | $57.05 | $41.45 | 73.0% | 100% |
| 20260803 | $56.45 | $30.40 | 70.1% | 97% |
| 20260731 | $53.15 | $33.25 | 70.6% | 100% |
| 20260730 | $52.00 | $30.00 | 68.2% | 93% |
More on TLN
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.