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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Union Pacific Corporation (UNP) - NYSE Next Earnings Date: OS Estimate: April 23, 2026 BO
OS Projected Window: April 20, 2026 to April 25, 2026
EVR: 1.6
Avg Daily Volume: 3,344,537    Market Cap: 131.4B
Sector: Services    Short Interest: 3.09
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Jan. 27, 2026 BO 1.7 $230.89 @$230.00 $11.75
($230.89)
5.11% 2.59% I 0.71% I $232.55 $10.40
( $232.55 )
-11.49%
Oct. 23, 2025 BO 1.9 $225.24 @$225.00 $15.05
($225.24)
6.69% -2.72% I -2.3% I $220.04 $11.70
( $220.04 )
-22.26%
July 24, 2025 BO 1.8 $231.00 @$230.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 24, 2025 BO 1.7 $219.78 @$220.00
Jan. 23, 2025 BO 1.6 $235.80 @$235.00
Oct. 24, 2024 BO 1.6 $241.35 @$242.50
July 25, 2024 BO 1.6 $237.38 @$235.00
April 25, 2024 BO 1.6 $231.98 @$232.50
Jan. 25, 2024 BO 1.7 $242.33 @$242.50
Oct. 19, 2023 BO 1.6 $205.92 @$205.00

 
 
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