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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Union Pacific Corporation (UNP) - NYSE Next Earnings Date: OS Estimate: July 24, 2025 BO
OS Projected Window: July 21, 2025 to July 26, 2025
EVR: 1.7
Avg Daily Volume: 3,379,285    Market Cap: 146.8B
Sector: Services    Short Interest: 0.84
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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
April 24, 2025 BO None $219.78 @$220.00 $13.75
($219.78)
6.25% -5.98% I -1.97% I $215.45 $11.15
( $215.45 )
-18.91%
Jan. 23, 2025 BO 1.6 $235.80 @$235.00 $12.10
($235.80)
5.15% 5.88% O 5.19% O $248.05 $14.65
( $248.05 )
21.07%
Oct. 24, 2024 BO 1.6 $241.35 @$242.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 26, 2023 BO 1.2 $215.55 @$215.00
April 20, 2023 BO 1.3 $202.00 @$200.00
Jan. 24, 2023 BO 1.3 $210.13 @$210.00

 
 
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