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Union Pacific Corp. UNP

i

Market dataready · fetched 2026-11-03T23:50:09.405Z

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 · 2026-11-03T23:30:00.00097027Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-03T23:50:08.449804+00:00

Share price$303.43
1D-0.3%
AH$302.41$303.16$303.91$304.66$305.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUNP
Sold putSold callAH

Union Pacific Corp. options

Live interpolated UNP call and put midpoint premiums by absolute delta.Union Pacific Corp.$0.55$2.81$5.07$7.32$9.58$294.38$299.32$304.27$309.21$314.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UNP spot · $303.43UNP PRICE$0.96$1.23$1.57$1.99$2.48$2.99$3.59$4.19$5.03$5.86$6.62$7.38$8.93$0.79$1.01$1.32$1.89$2.47$3.03$3.27$3.50$3.90$4.53$5.15$5.76$6.36
PutsFair1.00×
CallsExpensive2.24×
SkewBullish-6.21 pp
Implied moveBullish±$6.86
TiltBullish10.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ311.1731.7%2.9%297.7325.4%2.1%
25Δ309.2829.9%2.3%299.0224.3%1.8%
30Δ308.0630.1%2.0%300.1924.1%1.5%
35Δ306.9230.8%1.8%300.9726.8%1.4%
40Δ305.8631.7%1.6%301.7529.5%1.4%
45Δ304.7832.5%1.4%302.5432.0%1.3%
50Δ303.6533.0%1.3%303.5029.5%1.1%
55Δ302.5133.4%1.1%304.4727.1%0.8%
60Δ301.2434.3%0.9%305.4325.7%0.6%
65Δ299.9835.1%0.8%306.3925.7%0.5%
70Δ298.7634.2%0.6%307.3425.6%0.4%
75Δ297.5433.3%0.5%308.2524.7%0.3%
80Δ295.6734.7%0.4%309.1423.5%0.2%

20Δ

Calls
Pseudo strike
311.17
IV
31.7%
B/E move
2.9%
Puts
Pseudo strike
297.73
IV
25.4%
B/E move
2.1%

25Δ

Calls
Pseudo strike
309.28
IV
29.9%
B/E move
2.3%
Puts
Pseudo strike
299.02
IV
24.3%
B/E move
1.8%

30Δ

Calls
Pseudo strike
308.06
IV
30.1%
B/E move
2.0%
Puts
Pseudo strike
300.19
IV
24.1%
B/E move
1.5%

35Δ

Calls
Pseudo strike
306.92
IV
30.8%
B/E move
1.8%
Puts
Pseudo strike
300.97
IV
26.8%
B/E move
1.4%

40Δ

Calls
Pseudo strike
305.86
IV
31.7%
B/E move
1.6%
Puts
Pseudo strike
301.75
IV
29.5%
B/E move
1.4%

45Δ

Calls
Pseudo strike
304.78
IV
32.5%
B/E move
1.4%
Puts
Pseudo strike
302.54
IV
32.0%
B/E move
1.3%

50Δ

Calls
Pseudo strike
303.65
IV
33.0%
B/E move
1.3%
Puts
Pseudo strike
303.50
IV
29.5%
B/E move
1.1%

55Δ

Calls
Pseudo strike
302.51
IV
33.4%
B/E move
1.1%
Puts
Pseudo strike
304.47
IV
27.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
301.24
IV
34.3%
B/E move
0.9%
Puts
Pseudo strike
305.43
IV
25.7%
B/E move
0.6%

65Δ

Calls
Pseudo strike
299.98
IV
35.1%
B/E move
0.8%
Puts
Pseudo strike
306.39
IV
25.7%
B/E move
0.5%

70Δ

Calls
Pseudo strike
298.76
IV
34.2%
B/E move
0.6%
Puts
Pseudo strike
307.34
IV
25.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
297.54
IV
33.3%
B/E move
0.5%
Puts
Pseudo strike
308.25
IV
24.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
295.67
IV
34.7%
B/E move
0.4%
Puts
Pseudo strike
309.14
IV
23.5%
B/E move
0.2%

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%