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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Union Pacific Corporation (UNP) - NYSE Next Earnings Date: OS Estimate: Oct. 21, 2026 BO
OS Projected Window: Oct. 19, 2026 to Oct. 24, 2026
EVR: 1.8
Avg Daily Volume: 2,928,162    Market Cap: 174.1B
Sector: Industrials    Short Interest: 4.75
Live Interactive Chart
Days to Next Earnings: 73 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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
July 23, 2026 BO 1.8 $292.56 @$292.50 $19.35
($292.56)
6.62% 8.0% O 4.02% I $304.33 $21.45
( $304.33 )
10.85%
April 23, 2026 BO 1.6 $249.40 @$250.00 $14.65
($249.40)
5.86% 8.76% O 8.76% O $271.26 $23.23
( $271.26 )
58.57%
Jan. 27, 2026 BO 1.7 $230.89 @$230.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 23, 2025 BO 1.9 $225.24 @$225.00
July 24, 2025 BO 1.8 $231.00 @$230.00
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

 
 
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