UNP (Union Pacific Corp.)

Expected Move & Straddle Price History

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).

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.

Current UNP Expected Move
30-Day Straddle
$15.70
7-Day Straddle
$7.92
Avg IV
0.4%
IV Rank
48%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $15.70 $7.92 0.4% 48%
20260903 $15.30 $9.25 0.5% 58%
20260902 $16.05 $8.15 0.3% 10%
20260901 $15.70 $9.62 0.4% 41%
20260831 $15.35 $6.50 0.5% 72%
20260828 $14.30 $7.98 0.3% 11%
20260827 $15.20 $7.95 0.3% 12%
20260826 $15.55 $8.68 0.4% 43%
20260825 $15.85 $9.05 0.4% 46%
20260824 $16.70 $6.53 0.3% 0%
20260821 $15.80 $7.60 0.5% 76%
20260820 $15.40 $8.90 0.6% 100%
20260819 $16.10 $9.50 0.5% 71%
20260818 $15.35 $9.50 0.5% 94%
20260817 $15.45 $6.40 0.5% 94%
20260814 $14.40 $6.58 0.4% 34%
20260813 $15.55 $8.95 0.4% 34%
20260812 $14.40 $8.75 0.4% 35%
20260811 $15.25 $7.72 0.4% 17%
20260810 $15.35 $5.75 0.4% 30%
20260806 $16.25 $9.10 0.4% 41%
20260805 $16.25 $9.70 0.4% 39%
20260804 $17.35 $10.65 0.4% 46%
20260803 $17.10 $6.35 0.4% 42%
20260731 $15.45 $7.95 0.4% 47%
20260730 $16.60 $10.55 0.5% 56%
20260729 $17.35 $10.45 0.5% 62%
20260728 $17.75 $11.85 0.5% 56%
20260727 $18.60 $9.45 0.5% 63%
20260724 $16.35 $11.10 0.5% 76%
20260723 $17.75 $10.95 0.5% 57%
20260722 $19.35 $14.25 0.4% 43%
20260721 $20.15 $14.90 0.5% 61%
20260720 $21.05 $12.80 0.5% 65%
20260716 $19.60 $13.95 0.5% 65%
20260715 $19.80 $14.95 0.5% 66%
20260714 $19.45 $14.80 0.5% 62%
20260713 $20.65 $6.83 0.5% 65%
20260710 $18.15 $7.28 0.5% 81%
20260709 $19.35 $8.65 0.5% 73%
20260708 $19.75 $9.85 0.4% 13%
20260707 $20.60 $10.25 0.5% 74%
20260706 $21.70 $6.85 0.5% 64%
20260702 $20.40 $8.10 0.5% 78%
20260701 $18.55 $7.35 0.5% 65%
20260630 $20.50 $9.10 0.5% 65%
20260629 $19.45 $4.28 0.5% 73%
20260626 $17.00 $6.47 0.5% 83%
20260625 $18.40 $7.75 0.5% 52%
20260624 $17.80 $8.05 0.5% 55%
20260623 $16.50 $9.60 0.5% 59%
20260622 $17.60 $6.60 0.5% 38%
20260618 $13.75 $7.85 0.5% 39%
20260617 $14.15 $10.10 0.5% 41%
20260616 $14.75 $9.10 0.5% 46%
20260615 $15.10 $6.07 0.5% 51%
20260613 $14.25 $6.50 0.5% 35%
20260612 $14.05 $6.60 0.5% 38%
20260611 $15.90 $8.65 0.5% 47%
20260610 $16.70 $9.25 0.5% 42%