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Union Pacific Corp. UNP

i

Market dataready · fetched 2026-11-07T21:12:21.836Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:00:00.000922972Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T21:12:21.414812+00:00

Share price$290.16
1D-1.9%
AH$288$290$292$294$2975:30 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.$1.09$4.36$7.62$10.88$14.14$265.32$277.48$289.63$301.79$313.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive UNP spot · $290.16UNP PRICE$1.60$2.01$2.52$3.29$4.07$4.88$5.75$6.67$7.88$9.12$10.60$13.20$1.45$2.07$2.78$3.47$3.80$4.25$4.86$5.59$6.45$7.29$8.10$9.84
Puts——
Calls——
Skew——
Implied moveBullish±$9.13
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ280.1833.9%3.9%
25Δ298.0229.2%3.3%281.7735.9%3.6%
30Δ296.2928.9%2.8%
35Δ294.7229.1%2.4%286.2830.4%2.3%
40Δ293.4631.1%2.3%287.5831.9%2.1%
45Δ292.1432.9%2.1%289.1029.5%1.7%
50Δ290.6033.6%1.8%290.5227.9%1.3%
55Δ289.0234.0%1.6%291.8027.4%1.1%
60Δ287.4034.3%1.3%293.1127.1%0.9%
65Δ285.6235.1%1.2%294.4627.1%0.7%
70Δ283.8035.3%0.9%295.7626.6%0.6%
75Δ281.7735.7%0.8%297.0325.7%0.4%
80Δ278.7838.7%0.6%299.1026.8%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
280.18
IV
33.9%
B/E move
3.9%

25Δ

Calls
Pseudo strike
298.02
IV
29.2%
B/E move
3.3%
Puts
Pseudo strike
281.77
IV
35.9%
B/E move
3.6%

30Δ

Calls
Pseudo strike
296.29
IV
28.9%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
294.72
IV
29.1%
B/E move
2.4%
Puts
Pseudo strike
286.28
IV
30.4%
B/E move
2.3%

40Δ

Calls
Pseudo strike
293.46
IV
31.1%
B/E move
2.3%
Puts
Pseudo strike
287.58
IV
31.9%
B/E move
2.1%

45Δ

Calls
Pseudo strike
292.14
IV
32.9%
B/E move
2.1%
Puts
Pseudo strike
289.10
IV
29.5%
B/E move
1.7%

50Δ

Calls
Pseudo strike
290.60
IV
33.6%
B/E move
1.8%
Puts
Pseudo strike
290.52
IV
27.9%
B/E move
1.3%

55Δ

Calls
Pseudo strike
289.02
IV
34.0%
B/E move
1.6%
Puts
Pseudo strike
291.80
IV
27.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
287.40
IV
34.3%
B/E move
1.3%
Puts
Pseudo strike
293.11
IV
27.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
285.62
IV
35.1%
B/E move
1.2%
Puts
Pseudo strike
294.46
IV
27.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
283.80
IV
35.3%
B/E move
0.9%
Puts
Pseudo strike
295.76
IV
26.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
281.77
IV
35.7%
B/E move
0.8%
Puts
Pseudo strike
297.03
IV
25.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
278.78
IV
38.7%
B/E move
0.6%
Puts
Pseudo strike
299.10
IV
26.8%
B/E move
0.3%

Options history

IV · four-Friday blend21.77%
Daily close
UNP19.2%30.6%42.0%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%