Talen Energy Corporation (TLN) Options History
Historical options analytics archive for TLN with monthly max pain, implied volatility, gamma exposure, and put/call data.
46 months of complete options data available.
TLN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TLN. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 51.3% | 20.7% | $317.50 | $9.1M | -$131.7M | 1.47 |
| 2026-08 | 21 | 57.0% | 42.8% | $370.00 | -$131.7K | $187.3M | 0.95 |
| 2026-07 | 20 | 66.9% | 94.4% | $370.00 | $1.2M | -$99.6M | 0.84 |
| 2026-06 | 20 | 58.7% | 77.3% | $365.00 | $6.5M | -$446.2M | 0.69 |
| 2026-05 | 18 | 57.8% | 62.1% | $320.00 | $10.2M | -$595.1M | 0.56 |
| 2026-04 | 19 | 58.8% | 39.6% | $350.00 | $11.5M | -$515.3M | 1.02 |
This archive aggregates TLN's daily end-of-day options snapshots into monthly summaries, spanning 2015-06 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how TLN option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 51.3%, a month-end max-pain strike around $317.50, an average put/call ratio of 1.47.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TLN history questions
- How much options history is available for TLN?
- This archive holds 46 months of TLN options analytics, spanning 2015-06 through 2026-09. Each entry is a monthly rollup of TLN's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the TLN archive.
- What data does each monthly TLN aggregate contain?
- Every monthly row summarizes that month of TLN option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 51.3%, an average IV rank of 20.7%, a month-end max-pain strike around $317.50, an average put/call ratio of 1.47.
- How is the TLN options-history archive built and how often does it update?
- The archive is derived from TLN's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how TLN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.