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TLNTalen Energy Corporation Common Stock

Options Analysis Report•ELECTRIC SERVICES
Market Cap $14.6B|NASDAQ
● 2026-08-28$304.58
NEUTRAL
Analysis: 2026-08-27 EOD data
1Y -21.5%YTD -23.2%7D -3.1%
1,234
30D
±14.4%
9%

TLN Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.5VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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TLN Gamma Walls

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Value

Is IV priced right?

6.0
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 77.3% — elevated vs history

<1.05x

IV/HV 1.03x — IV ≤ HV

Sector Relative≤50%

Sector percentile 91% — above sector median

<1.1x

Front/Back 0.94x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 54.4% — normal range

<80%

Effective IV 77.6% (ATM 54.4% + spread 11.6% + bias) — fair

<3.0%

Total drag 18.02% (spread 11.58% + slippage 6.44%) — high friction

≥5.0

Vega efficiency 20.77 (vega 24.051 / spread 11.58%) — efficient

Sentiment

Bullish or bearish?

4.1
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: -10%, Raw: -13%)
|net sentiment| ≥25%

Conviction-weighted: -10% (neutral) — Raw: -13%

≥15%

|OI skew| 23.0% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew -32.9%, OI skew +23.0% — divergent (opposite)

≥2/3 conditions

0-DTE 16%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -60%, ATM: +12%, OTM: -11% — strong bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 88% — very bearish vs sector

Activity

Unusual activity?

2.1
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.2x avg — normal

≥15%

Vol/OI 1.2% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change -8.9% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 46% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 21% — patient

≥30

Conviction -10 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.5
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks2/8 checks passed
≤5.0%

Spread 11.6% — wide

≥10,000

OI 106,181 — deep

≥500

Volume 1,234/day — adequate

≤$0.50

$0.58 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 95% — much wider than sector

≥100 contracts

Depth 60.400000000000006 contracts (bid:29.8 ask:30.6) — thin

<1.0%

Avg slippage 6.44% — poor

Timing

Is now a good time?

7.0
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope -6.2% — contango

<30 or >70

IV percentile 77% — seller opportunity

≥10pts kink

IV kink -1.1pts — no clear event

<0.5 or >2.0

θ/ν ratio 57.14 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -10% @ 55% consistency — unclear

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls5.1
bullishIV fair, mixed flow
Long Puts5.7
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.4
bullishIV fair, mixed flow
Covered Call5.0
bearishIV fair, mixed flow

For educational purposes only. Not investment advice.