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Talen Energy Corporation Common Stock TLN 326.78 -30.5 -8.54%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $326.14
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.2% ±$10.54 $315.61 – $336.68 $313.49 – $338.80 $303.54 – $348.75
2 sessions ±4.5% ±$14.65 $311.50 – $340.79 $308.37 – $343.92 $294.54 – $357.75
3 sessions ±5.7% ±$18.46 $307.69 – $344.60 $304.13 – $348.16 $286.84 – $365.45
1 week ±7.2% ±$23.44 $302.70 – $349.59 $297.44 – $354.85 $276.15 – $376.14
2 weeks ±9.3% ±$30.40 $295.75 – $356.54 $288.54 – $363.75 $261.27 – $391.02
3 weeks ±10.8% ±$35.19 $290.95 – $361.34 $282.38 – $369.91 $251.75 – $400.54
1 month ±12.8% ±$41.62 $284.53 – $367.76 $274.19 – $378.10 $237.89 – $414.40
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±6.97%
Average actual move
3.88%
Beyond the implied move
1 / 6
Median IV change
-19.89%
Reaction session Implied Actual Used ATM IV before → after
November 03, 2026 ±8.14% +7.29% 0.90× —
August 06, 2026 ±7.00% +2.57% 0.37× 74.1% → 57.9%
May 06, 2026 ±6.16% +6.52% 1.06× 62.8% → 57.6%
February 27, 2026 ±6.20% -4.89% 0.79× —
August 07, 2025 ±5.23% -0.82% 0.16× 55.5% → 47.7%
May 08, 2025 ±9.10% -1.17% 0.13× 72.3% → 57.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →