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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Talen Energy Corporation (TLN) - NASDAQ Next Earnings Date: Estimated on May 12, 2025
OS Projected Window: June 23, 2025 to June 28, 2025
EVR: 2.1
Avg Daily Volume: 1,476,160    Market Cap: N/A
Sector: None    Short Interest: 12.55
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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
Feb. 27, 2025 AC 2.2 $201.82 @$200.00 $32.55
($201.82)
16.27% -4.86% I 3.03% I $207.95 $25.40
( $207.95 )
-21.97%
Nov. 14, 2024 BO 2.3 $206.52 @$210.00 $30.70
($206.52)
14.62% 5.45% I -1.58% I $203.24 $26.10
( $203.24 )
-14.98%
Aug. 13, 2024 BO 1.8 $119.76 @$120.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 5, 2015 BO 0.2 $9.28 @$10.00
Aug. 11, 2015 BO 0.0 $14.60 @$15.00

 
 
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