What move does the options market price into Talen Energy's report?

Implied ±6.9%, either direction.

TLNNasdaqElectric Services

Talen Energy Corp (TLN) earnings date, market-implied expected move, and options open interest by expiry

333.95

−9.17 · −2.67%

post 337.94 +1.20%

Closed17:48 ET

Open336.06Volume865,393Mkt cap$16.4BEPS-4.05

Day330.55 – 337.94100%52-wk279.77 – 449.8434%

TLN

Talen Energy Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±6.9%implied · straddle

8Q avg ±3.1%·×2.23·rich

319.28366.96

spot 343.12exp Nov 6ATM strike 342.5ATM straddle 28.05IV 74%

Oct 30 close

Expected move

Inputs

Next report

Today

after close

confirmedQ3 FY26

Calendar

Next report

Last report

+2.57%

vs ±8.9% implied · ×0.29

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

11hAMZN · customerBetterInvesting™ Magazine Update on Amazon.com and UnitedHealth Group

News

Largest filed tie

13F top-10 QoQ

+12.32%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

653 managers

Top fund weight

0.85%

TLN weight · FTC

N-PORTJul 31 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Talen Energy (TLN) reports on Nov 3 after close (confirmed date).

Implied vs realized

8 reports

—≥ implied

Nov 14 '24Nov 14 '24confirmed—▼−1.59%—

Feb 27 '25Feb 27 '25confirmed—▲+3.04%—

May 8 '25May 8 '25confirmed—▼−1.17%—

Aug 7 '25Aug 7 '25confirmed—▼−0.82%—

Q3 FY25Nov 5 '25confirmed—▼−4.35%—

Q1 FY26Feb 26 '26confirmed—▼−4.89%—

May 5 '26May 5 '26confirmed—▲+6.52%—

Q2 FY26Aug 5 '26confirmed±8.9%▲+2.57%×0.29

quarterimplied−10%0+10%realized×

Q2 FY26±8.9%▲+2.57%×0.29

May '26—▲+6.52%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 9 expiries · Oct 26 close

0.97OI · 9 expiries · Oct 26 closeP/C open interest · Nov 6 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

224+5%Nov 63d232+14%

666+67%Nov 1310d1.00663+2%1.00

4,540+40%Nov 2017d0.3214,196−2%0.32

53—Nov 2724d1.3938—1.39

3—Dec 431d3.001—3.00

4 later expiries

13,267+5%Dec 1845d0.9214,4500%0.92

9,7480%Jan 1573d0.38

ExpiryPutsCallsP/C

Nov 63d224+5%232+14%0.97

Nov 1310d666+67%663+2%1.00

Nov 2017d4,540+40%14,196−2%0.32

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±6.9%

Funds 4

FTC±0.1%

MDY±0.0%

VTI±0.0%

VT±0.0%

Suppliers 1

EOSE±3.9%×0.55

Customers 1

AMZN±1.2%×0.17

Dashed = straddle · × = co-movement · max 501dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−12.32%as filednet margin · revenue −33.84% QoQ · +18.57% YoY

Revenue$747M−33.84%

Gross profit$368M49.26%−32.10%

Operating income−$72M−9.64%−134.29%

Pre-tax income−$129M−259.26%

Net income−$92M−12.32%−246.03%

Cost of revenue$379M−35.43%

Operating expenses$441M+52.07%

Tax−$37M−305.56%

Other expense−$56M+67.25%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 17:45 ET

Intraday

Event sensitivity

PPI ×1.42· ±3.3% vs ±2.3% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.3%4 of 10×1.42

CPIconsumer prices±2.9%7 of 10×1.24

NFPjobs report±2.8%5 of 10×1.20

FOMCrate decision±2.6%15 of 24×1.14

GDPgross domestic product±2.1%14 of 19×0.92

PCEpersonal income & outlays±1.9%12 of 19×0.83

CPROFcorporate profits±1.3%7 of 12×0.57

Bar = avg |move| to ±4% · tick = ±2.3% avg day · ×base = |move| ÷ ±2.3% · min 6 releases

Earnings history

EPS -2.00 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	-2.00	—
Q1 FY26	Feb 26 '26 · confirmed	1.33	—
Q3 FY25	Nov 5 '25 · confirmed	4.25	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod