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Union Pacific Corporation UNP

INDUSTRIALS · RAILROADS
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Market dataready · fetched 2026-10-16T00:17:01.102Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.001480438Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:00.600150+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$1.70$8.44$15.18$21.92$28.67$259.36$273.81$288.26$302.70$317.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UNP spot · $288.71UNP PRICE$2.43$3.27$4.21$5.20$6.17$7.28$8.54$10.11$11.80$13.70$15.89$18.50$20.58$2.86$3.64$4.79$5.92$7.04$8.55$10.00$11.28$12.88$14.78$18.44$22.10$26.72
PutsExpensive1.05×
CallsExpensive1.08×
SkewBearish+1.00 pp
Implied moveBearish±$18.54
TiltBearish7.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ310.5124.9%8.4%270.7027.1%7.2%
25Δ306.6425.0%7.3%275.3325.8%5.9%
30Δ303.1425.2%6.5%278.4626.3%5.2%
35Δ299.8425.4%5.7%281.6326.4%4.5%
40Δ296.6124.9%4.9%284.8426.0%3.8%
45Δ293.5624.7%4.2%287.8426.2%3.3%
50Δ290.7124.7%3.7%290.7926.2%2.7%
55Δ287.8225.0%3.2%293.6325.3%2.2%
60Δ284.9225.5%2.8%296.5624.9%1.7%
65Δ281.8525.6%2.4%299.5724.8%1.4%
70Δ278.5825.9%2.0%303.9426.6%1.1%
75Δ275.0026.4%1.7%308.4327.5%0.8%
80Δ271.8925.3%1.3%313.8828.5%0.5%

20Δ

Calls
Pseudo strike
310.51
IV
24.9%
B/E move
8.4%
Puts
Pseudo strike
270.70
IV
27.1%
B/E move
7.2%

25Δ

Calls
Pseudo strike
306.64
IV
25.0%
B/E move
7.3%
Puts
Pseudo strike
275.33
IV
25.8%
B/E move
5.9%

30Δ

Calls
Pseudo strike
303.14
IV
25.2%
B/E move
6.5%
Puts
Pseudo strike
278.46
IV
26.3%
B/E move
5.2%

35Δ

Calls
Pseudo strike
299.84
IV
25.4%
B/E move
5.7%
Puts
Pseudo strike
281.63
IV
26.4%
B/E move
4.5%

40Δ

Calls
Pseudo strike
296.61
IV
24.9%
B/E move
4.9%
Puts
Pseudo strike
284.84
IV
26.0%
B/E move
3.8%

45Δ

Calls
Pseudo strike
293.56
IV
24.7%
B/E move
4.2%
Puts
Pseudo strike
287.84
IV
26.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
290.71
IV
24.7%
B/E move
3.7%
Puts
Pseudo strike
290.79
IV
26.2%
B/E move
2.7%

55Δ

Calls
Pseudo strike
287.82
IV
25.0%
B/E move
3.2%
Puts
Pseudo strike
293.63
IV
25.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
284.92
IV
25.5%
B/E move
2.8%
Puts
Pseudo strike
296.56
IV
24.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
281.85
IV
25.6%
B/E move
2.4%
Puts
Pseudo strike
299.57
IV
24.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
278.58
IV
25.9%
B/E move
2.0%
Puts
Pseudo strike
303.94
IV
26.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
275.00
IV
26.4%
B/E move
1.7%
Puts
Pseudo strike
308.43
IV
27.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
271.89
IV
25.3%
B/E move
1.3%
Puts
Pseudo strike
313.88
IV
28.5%
B/E move
0.5%