TLN · IV Rank History

Talen Energy Corporation Common Stock

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IV rank shows where TLN's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

TLN's 30-day at-the-money implied volatility was 62.8% as of Oct 22, 2026. Its 52-week IV rank is 63 and its IV percentile is 88%: IV was lower on 88% of the past year's sessions. Over those 52 weeks it ranged from 45.6% (Dec 23, 2025) to 73.0% (Aug 4, 2026). On the 90-session window our screeners use, the IV rank is 57.

TLN IV rank history

416 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

TLN IV rank and implied volatility as of 2026-10-22

52-Week IV Rank

0 = year low, 100 = year high

IV Percentile

88%

of past-year sessions had lower IV

90-Session IV Rank

used by our screeners

30-Day ATM IV

62.8%

1-year average 57.7%

7-Day ATM IV

63.9%

90-session rank 35

52-Week IV High

73.0%

2026-08-04

52-Week IV Low

45.6%

2025-12-23

History Since

2024-09-13

416 sessions

How these are measured. Implied volatility here is TLN's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means TLN options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

TLN implied volatility by month

Month	Avg ATM IV	High	Low	Avg IV Rank (90-session)
Oct 2026 (to date)	59.5%	63.4%	52.5%	43
Sep 2026	51.6%	55.0%	49.9%	10
Aug 2026	56.6%	73.0%	49.3%	26
Jul 2026	67.1%	70.6%	62.0%	93
Jun 2026	58.7%	62.6%	54.9%	58
May 2026	57.6%	62.4%	52.5%	62
Apr 2026	58.8%	61.7%	56.3%	75
Mar 2026	58.6%	63.3%	53.1%	73
Feb 2026	60.6%	63.2%	54.7%	85
Jan 2026	53.6%	62.7%	46.8%	46
Dec 2025	53.0%	58.1%	45.6%	44
Nov 2025	57.5%	63.2%	53.5%	75
Oct 2025	55.6%	60.5%	46.9%	79
Sep 2025	47.1%	48.3%	45.4%	29
Aug 2025	47.2%	51.3%	45.1%	14
Jul 2025	50.3%	59.0%	44.0%	18
Jun 2025	45.3%	51.2%	41.8%	2
May 2025	52.5%	61.2%	47.3%	12
Apr 2025	71.1%	89.9%	59.9%	56
Mar 2025	63.9%	73.1%	58.7%	60
Feb 2025	60.5%	67.5%	56.8%	48
Jan 2025	53.8%	64.8%	47.2%	63
Dec 2024	50.7%	51.6%	50.0%	—
Nov 2024	55.7%	70.6%	48.8%	—
Oct 2024	65.1%	75.0%	54.5%	—
Sep 2024	51.4%	55.0%	47.7%	—

TLN IV rank: last 30 sessions

Date	IV Rank (90-session)	30-Day ATM IV	7-Day ATM IV
2026-10-22	57	62.8%	63.9%
2026-10-21	55	62.3%	60.5%
2026-10-20	57	62.7%	63.2%
2026-10-19	50	61.3%	62.7%
2026-10-16	46	60.2%	57.7%
2026-10-15	42	59.2%	56.7%
2026-10-14	49	61.0%	60.9%
2026-10-13	48	60.6%	58.2%
2026-10-12	41	59.0%	62.2%
2026-10-09	44	59.7%	64.2%
2026-10-08	59	63.4%	64.3%
2026-10-07	43	59.5%	60.4%
2026-10-06	39	58.7%	61.9%
2026-10-05	28	55.9%	53.8%
2026-10-02	14	52.5%	51.7%
2026-10-01	16	53.1%	52.6%
2026-09-30	8	51.3%	52.8%
2026-09-29	11	51.9%	54.1%
2026-09-28	10	51.6%	58.0%
2026-09-25	4	50.2%	49.5%
2026-09-24	8	51.2%	52.2%
2026-09-23	10	51.7%	54.2%
2026-09-22	10	51.6%	53.0%
2026-09-21	9	51.5%	52.5%
2026-09-18	3	49.9%	52.9%
2026-09-17	7	51.0%	48.5%
2026-09-16	24	55.0%	55.3%
2026-09-15	9	51.5%	56.6%
2026-09-14	8	51.2%	54.8%
2026-09-11	4	50.1%	46.1%