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Union Pacific Corp. UNP

INDUSTRIALS · RAILROADS
i

Market dataready · fetched 2026-11-03T14:44:35.328Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T14:44:32.831598082Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T14:42:27.033688+00:00

Share price$302.81
1D-0.5%
$302.51$302.99$303.47$303.94$304.425:30 AM6:30 AM9:00 AM1:00 PMUNP
Sold putSold call

Union Pacific Corp. options

Live interpolated UNP call and put midpoint premiums by absolute delta.Union Pacific Corp.$1.12$3.33$5.55$7.76$9.98$294.31$299.63$304.96$310.28$315.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive UNP spot · $302.81UNP PRICE$1.36$1.66$2.02$2.43$2.98$3.47$3.86$4.40$5.05$5.82$6.73$7.87$9.16$1.36$1.52$1.77$2.26$2.76$3.29$3.87$4.47$5.34$6.23$7.57$9.34
Puts——
CallsExpensive3.32×
Skew——
Implied moveBullish±$7.16
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ313.8545.2%4.1%293.1743.7%3.6%
25Δ310.9741.5%3.2%
30Δ308.8939.4%2.7%298.7828.9%1.8%
35Δ307.1738.2%2.2%300.1826.8%1.5%
40Δ305.8038.6%2.0%301.1127.8%1.3%
45Δ304.4538.0%1.7%302.0428.8%1.2%
50Δ303.1236.0%1.4%303.0229.3%1.0%
55Δ301.8535.0%1.1%304.0529.4%0.9%
60Δ300.6434.7%1.0%305.0929.6%0.7%
65Δ299.3834.7%0.8%306.3130.3%0.6%
70Δ298.0434.9%0.6%307.5431.1%0.5%
75Δ296.5235.4%0.5%309.1732.4%0.4%
80Δ294.8735.9%0.4%311.2134.5%0.3%

20Δ

Calls
Pseudo strike
313.85
IV
45.2%
B/E move
4.1%
Puts
Pseudo strike
293.17
IV
43.7%
B/E move
3.6%

25Δ

Calls
Pseudo strike
310.97
IV
41.5%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
308.89
IV
39.4%
B/E move
2.7%
Puts
Pseudo strike
298.78
IV
28.9%
B/E move
1.8%

35Δ

Calls
Pseudo strike
307.17
IV
38.2%
B/E move
2.2%
Puts
Pseudo strike
300.18
IV
26.8%
B/E move
1.5%

40Δ

Calls
Pseudo strike
305.80
IV
38.6%
B/E move
2.0%
Puts
Pseudo strike
301.11
IV
27.8%
B/E move
1.3%

45Δ

Calls
Pseudo strike
304.45
IV
38.0%
B/E move
1.7%
Puts
Pseudo strike
302.04
IV
28.8%
B/E move
1.2%

50Δ

Calls
Pseudo strike
303.12
IV
36.0%
B/E move
1.4%
Puts
Pseudo strike
303.02
IV
29.3%
B/E move
1.0%

55Δ

Calls
Pseudo strike
301.85
IV
35.0%
B/E move
1.1%
Puts
Pseudo strike
304.05
IV
29.4%
B/E move
0.9%

60Δ

Calls
Pseudo strike
300.64
IV
34.7%
B/E move
1.0%
Puts
Pseudo strike
305.09
IV
29.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
299.38
IV
34.7%
B/E move
0.8%
Puts
Pseudo strike
306.31
IV
30.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
298.04
IV
34.9%
B/E move
0.6%
Puts
Pseudo strike
307.54
IV
31.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
296.52
IV
35.4%
B/E move
0.5%
Puts
Pseudo strike
309.17
IV
32.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
294.87
IV
35.9%
B/E move
0.4%
Puts
Pseudo strike
311.21
IV
34.5%
B/E move
0.3%

Options history

IV · four-Friday blend21.77%
Daily close
UNP19.2%30.6%42.0%2026-08-05: 25.18%2026-08-06: 24.84%2026-08-07: 21.50%2026-08-10: 25.90%2026-08-11: 22.64%2026-08-12: 24.24%2026-08-13: 24.77%2026-08-14: 20.79%2026-08-17: 23.31%2026-08-18: 23.92%2026-08-19: 25.59%2026-08-20: 25.51%2026-08-21: 23.55%2026-08-24: 24.54%2026-08-25: 23.38%2026-08-26: 22.97%2026-08-27: 23.11%2026-08-28: 21.45%2026-08-31: 22.12%2026-09-01: 26.36%2026-09-02: 26.39%2026-09-03: 29.12%2026-09-04: 24.83%2026-09-08: 25.68%2026-09-09: 26.07%2026-09-10: 26.98%2026-09-11: 23.15%2026-09-14: 24.91%2026-09-15: 26.23%2026-09-16: 26.38%2026-09-17: 25.81%2026-09-18: 22.31%2026-09-21: 25.84%2026-09-22: 23.97%2026-09-23: 23.55%2026-09-24: 25.66%2026-09-25: 22.23%2026-09-28: 25.63%2026-09-29: 25.07%2026-09-30: 25.23%2026-10-01: 26.02%2026-10-02: 24.13%2026-10-05: 27.70%2026-10-06: 25.06%2026-10-07: 27.67%2026-10-08: 28.22%2026-10-09: 27.27%2026-10-12: 28.99%2026-10-13: 29.07%2026-10-14: 32.61%2026-10-15: 30.66%2026-10-16: 32.21%2026-10-19: 33.92%2026-10-20: 35.52%2026-10-21: 40.46%2026-10-22: 26.97%2026-10-23: 21.45%2026-10-26: 21.58%2026-10-27: 22.40%2026-10-28: 24.01%2026-10-29: 24.78%2026-10-30: 21.77%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
25.18%
24.84%
21.50%
25.90%
22.64%
24.24%
24.77%
20.79%
23.31%
23.92%
25.59%
25.51%
23.55%
24.54%
23.38%
22.97%
23.11%
21.45%
22.12%
26.36%
26.39%
29.12%
24.83%
25.68%
26.07%
26.98%
23.15%
24.91%
26.23%
26.38%
25.81%
22.31%
25.84%
23.97%
23.55%
25.66%
22.23%
25.63%
25.07%
25.23%
26.02%
24.13%
27.70%
25.06%
27.67%
28.22%
27.27%
28.99%
29.07%
32.61%
30.66%
32.21%
33.92%
35.52%
40.46%
26.97%
21.45%
21.58%
22.40%
24.01%
24.78%
21.77%