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Union Pacific Corporation UNP

INDUSTRIALS · RAILROADS
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Market dataready · fetched 2026-10-15T21:11:49.309Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.001065967Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:11:45.558227+00:00

Share price$288.71
1D-0.6%
AH$286$287$289$290$2915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUNP
Sold putSold callAH

Union Pacific Corporation options

Live interpolated UNP call and put midpoint premiums by absolute delta.Union Pacific Corporation$0.42$1.84$3.27$4.69$6.11$283.01$285.72$288.43$291.14$293.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $288.71OPTION PRICELive UNP spot · $288.71UNP PRICE$0.91$0.88$0.82$0.75$1.02$1.29$1.56$1.83$2.10$2.37$2.65$2.93$3.21$0.57$0.70$0.89$1.08$1.30$1.58$1.86$2.14$2.43$3.08$3.80$4.52$5.70
PutsExpensive1.08×
CallsExpensive1.11×
SkewBearish+3.77 pp
Implied moveBearish±$3.42
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ296.3957.9%3.0%284.3534.8%1.7%
25Δ293.0540.4%1.8%285.6430.1%1.3%
30Δ291.3630.1%1.2%286.3229.9%1.1%
35Δ290.0021.2%0.7%286.9929.7%1.0%
40Δ289.5522.1%0.6%287.6429.5%0.8%
45Δ289.1022.9%0.6%288.2129.5%0.7%
50Δ288.6523.7%0.5%288.7729.5%0.6%
55Δ288.2024.5%0.5%289.3429.4%0.5%
60Δ287.7525.3%0.4%289.9029.4%0.4%
65Δ287.3125.2%0.3%290.7231.2%0.4%
70Δ286.8723.9%0.3%291.5933.5%0.3%
75Δ286.4322.6%0.2%292.4735.7%0.3%
80Δ286.0021.3%0.2%293.8138.1%0.2%

20Δ

Calls
Pseudo strike
296.39
IV
57.9%
B/E move
3.0%
Puts
Pseudo strike
284.35
IV
34.8%
B/E move
1.7%

25Δ

Calls
Pseudo strike
293.05
IV
40.4%
B/E move
1.8%
Puts
Pseudo strike
285.64
IV
30.1%
B/E move
1.3%

30Δ

Calls
Pseudo strike
291.36
IV
30.1%
B/E move
1.2%
Puts
Pseudo strike
286.32
IV
29.9%
B/E move
1.1%

35Δ

Calls
Pseudo strike
290.00
IV
21.2%
B/E move
0.7%
Puts
Pseudo strike
286.99
IV
29.7%
B/E move
1.0%

40Δ

Calls
Pseudo strike
289.55
IV
22.1%
B/E move
0.6%
Puts
Pseudo strike
287.64
IV
29.5%
B/E move
0.8%

45Δ

Calls
Pseudo strike
289.10
IV
22.9%
B/E move
0.6%
Puts
Pseudo strike
288.21
IV
29.5%
B/E move
0.7%

50Δ

Calls
Pseudo strike
288.65
IV
23.7%
B/E move
0.5%
Puts
Pseudo strike
288.77
IV
29.5%
B/E move
0.6%

55Δ

Calls
Pseudo strike
288.20
IV
24.5%
B/E move
0.5%
Puts
Pseudo strike
289.34
IV
29.4%
B/E move
0.5%

60Δ

Calls
Pseudo strike
287.75
IV
25.3%
B/E move
0.4%
Puts
Pseudo strike
289.90
IV
29.4%
B/E move
0.4%

65Δ

Calls
Pseudo strike
287.31
IV
25.2%
B/E move
0.3%
Puts
Pseudo strike
290.72
IV
31.2%
B/E move
0.4%

70Δ

Calls
Pseudo strike
286.87
IV
23.9%
B/E move
0.3%
Puts
Pseudo strike
291.59
IV
33.5%
B/E move
0.3%

75Δ

Calls
Pseudo strike
286.43
IV
22.6%
B/E move
0.2%
Puts
Pseudo strike
292.47
IV
35.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
286.00
IV
21.3%
B/E move
0.2%
Puts
Pseudo strike
293.81
IV
38.1%
B/E move
0.2%