Team Targaryan

Lost at least half of their fleet to Euron Greyjoy
Lost 2 semi-important team mates - Yara Greyjoy and Elliana Sand, who will now be tortured and will give up Team Targaryan's strategy/secrets/location/military strength to Team Lannister
Still has 3 dragons
Still has an army of Unsullied and Dothraki warriors

Team Lannister

Just wiped out half of Team Targaryan's fleet
Captured Yara Greyjoy and Elliana Sand - who have knowledge of Team Targaryan's war strategy, military strength, etc.
They have anti-dragon harpoon/anti-aircraft gun

Advantage = still Team Targaryan, but the score is a lot closer now than it was last week