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Talen Energy Corporation TLN

UTILITIES · UTILITIES - INDEPENDENT POWER PRODUCERS
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Market dataready · fetched 2026-10-15T20:03:20.508Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:08.039077437Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:58:10.716381+00:00

Share price$353.60
1D+0.4%
AH$339$344$348$352$3565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTLN
Sold putSold callAH

Talen Energy Corporation options

Live interpolated TLN call and put midpoint premiums by absolute delta.Talen Energy Corporation$1.79$5.41$9.04$12.66$16.29$332.78$342.92$353.06$363.20$373.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $353.60OPTION PRICELive TLN spot · $353.60TLN PRICE$2.25$2.18$2.60$3.30$4.14$4.69$5.36$6.52$9.13$10.23$11.01$14.47$15.24$2.52$3.08$3.88$4.54$4.34$5.87$6.84$7.74$8.81$9.96$10.73$13.18$14.57
PutsFair1.01×
CallsExpensive1.20×
SkewBearish+5.87 pp
Implied moveBearish±$12.20
TiltBearish2.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ372.03111.4%5.8%336.88114.9%5.4%
25Δ364.2681.0%3.6%340.96107.9%4.4%
30Δ361.2874.9%2.9%343.91106.9%3.8%
35Δ359.4476.9%2.6%346.96101.1%3.2%
40Δ357.7380.2%2.3%350.2779.7%2.2%
45Δ355.7576.5%1.9%352.0190.1%2.1%
50Δ353.9274.2%1.6%354.0089.9%1.8%
55Δ352.0677.2%1.4%356.0387.1%1.5%
60Δ349.6694.7%1.5%358.0485.6%1.2%
65Δ347.5392.2%1.2%360.0384.0%1.0%
70Δ345.7786.1%0.9%361.6278.6%0.8%
75Δ341.9198.0%0.8%364.5783.3%0.6%
80Δ340.2689.2%0.5%366.5779.5%0.5%

20Δ

Calls
Pseudo strike
372.03
IV
111.4%
B/E move
5.8%
Puts
Pseudo strike
336.88
IV
114.9%
B/E move
5.4%

25Δ

Calls
Pseudo strike
364.26
IV
81.0%
B/E move
3.6%
Puts
Pseudo strike
340.96
IV
107.9%
B/E move
4.4%

30Δ

Calls
Pseudo strike
361.28
IV
74.9%
B/E move
2.9%
Puts
Pseudo strike
343.91
IV
106.9%
B/E move
3.8%

35Δ

Calls
Pseudo strike
359.44
IV
76.9%
B/E move
2.6%
Puts
Pseudo strike
346.96
IV
101.1%
B/E move
3.2%

40Δ

Calls
Pseudo strike
357.73
IV
80.2%
B/E move
2.3%
Puts
Pseudo strike
350.27
IV
79.7%
B/E move
2.2%

45Δ

Calls
Pseudo strike
355.75
IV
76.5%
B/E move
1.9%
Puts
Pseudo strike
352.01
IV
90.1%
B/E move
2.1%

50Δ

Calls
Pseudo strike
353.92
IV
74.2%
B/E move
1.6%
Puts
Pseudo strike
354.00
IV
89.9%
B/E move
1.8%

55Δ

Calls
Pseudo strike
352.06
IV
77.2%
B/E move
1.4%
Puts
Pseudo strike
356.03
IV
87.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
349.66
IV
94.7%
B/E move
1.5%
Puts
Pseudo strike
358.04
IV
85.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
347.53
IV
92.2%
B/E move
1.2%
Puts
Pseudo strike
360.03
IV
84.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
345.77
IV
86.1%
B/E move
0.9%
Puts
Pseudo strike
361.62
IV
78.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
341.91
IV
98.0%
B/E move
0.8%
Puts
Pseudo strike
364.57
IV
83.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
340.26
IV
89.2%
B/E move
0.5%
Puts
Pseudo strike
366.57
IV
79.5%
B/E move
0.5%