UNP · Expected Move
Union Pacific Corp.
The expected move for UNP is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
UNP straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current UNP Expected Move
30-Day Straddle
$14.45
7-Day Straddle
$5.80
30-Day ATM IV
22.3%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to UNP's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
UNP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $14.45 | $5.80 | 22.3% | 12% |
| 20261022 | $14.25 | $8.57 | 20.9% | 0% |
| 20261021 | $17.35 | $13.35 | 26.3% | 47% |
| 20261020 | $15.65 | $13.15 | 23.8% | 25% |
| 20261019 | $16.95 | $10.85 | 25.6% | 41% |
| 20261016 | $17.10 | $12.55 | 26.6% | 50% |
| 20261015 | $16.80 | $12.75 | 25.7% | 42% |
| 20261014 | $19.00 | $13.45 | 28.6% | 68% |
| 20261013 | $16.90 | $13.20 | 25.8% | 43% |
| 20261012 | $17.75 | $5.75 | 26.3% | 48% |
| 20261009 | $16.35 | $7.50 | 26.3% | 47% |
| 20261008 | $16.75 | $6.72 | 26.7% | 51% |
| 20261007 | $17.30 | $7.55 | 27.6% | 59% |
| 20261006 | $17.05 | $7.82 | 26.5% | 49% |
| 20261005 | $17.75 | $5.72 | 26.7% | 50% |
| 20261002 | $16.25 | $6.72 | 26.1% | 45% |
| 20261001 | $15.70 | $7.95 | 25.4% | 39% |
| 20260930 | $17.10 | $7.90 | 27.0% | 54% |
| 20260929 | $17.35 | $8.55 | 27.3% | 56% |
| 20260928 | $17.60 | $5.72 | 27.6% | 58% |
| 20260925 | $16.10 | $6.25 | 26.3% | 48% |
| 20260924 | $16.50 | $8.20 | 26.7% | 51% |
| 20260923 | $16.40 | $8.15 | 26.0% | 45% |
| 20260922 | $16.30 | $9.20 | 25.3% | 38% |
| 20260921 | $17.15 | $6.75 | 26.2% | 46% |
| 20260918 | $12.00 | $7.25 | 21.7% | 6% |
| 20260917 | $13.45 | $8.30 | 21.7% | 6% |
| 20260916 | $15.20 | $9.05 | 23.3% | 21% |
| 20260915 | $14.70 | $9.55 | 22.1% | 10% |
| 20260914 | $14.80 | $6.45 | 22.1% | 10% |
| 20260911 | $12.85 | $7.97 | 21.1% | 1% |
| 20260910 | $15.30 | $9.45 | 23.4% | 21% |
| 20260909 | $15.05 | $9.25 | 23.2% | 20% |
| 20260908 | $16.00 | $9.90 | 23.9% | 26% |
| 20260904 | $15.70 | $7.92 | 24.1% | 27% |
| 20260903 | $15.30 | $9.25 | 23.5% | 22% |
| 20260902 | $16.05 | $8.15 | 24.1% | 27% |
| 20260901 | $15.70 | $9.62 | 23.4% | 21% |
| 20260831 | $15.35 | $6.50 | 21.7% | 6% |
| 20260828 | $14.30 | $7.98 | 21.0% | 0% |
| 20260827 | $15.20 | $7.95 | 21.5% | 2% |
| 20260826 | $15.55 | $8.68 | 21.9% | 6% |
| 20260825 | $15.85 | $9.05 | 22.1% | 7% |
| 20260824 | $16.70 | $6.53 | 22.8% | 14% |
| 20260821 | $15.80 | $7.60 | 23.1% | 16% |
| 20260820 | $15.40 | $8.90 | 22.6% | 12% |
| 20260819 | $16.10 | $9.50 | 23.2% | 18% |
| 20260818 | $15.35 | $9.50 | 21.9% | 6% |
| 20260817 | $15.45 | $6.40 | 22.0% | 7% |
| 20260814 | $14.40 | $6.58 | 21.3% | 0% |
| 20260813 | $15.55 | $8.95 | 22.3% | 9% |
| 20260812 | $14.40 | $8.75 | 21.3% | 0% |
| 20260811 | $15.25 | $7.72 | 22.0% | 4% |
| 20260810 | $15.35 | $5.75 | 22.1% | 5% |
| 20260807 | — | — | 21.9% | 3% |
| 20260806 | $16.25 | $9.10 | 24.3% | 23% |
| 20260805 | $16.25 | $9.70 | 24.1% | 21% |
| 20260804 | $17.35 | $10.65 | 25.3% | 31% |
| 20260803 | $17.10 | $6.35 | 24.7% | 26% |
| 20260731 | $15.45 | $7.95 | 23.8% | 18% |
More on UNP
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.