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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Union Pacific Corporation (UNP) - NYSE Next Earnings Date: OS Estimate: July 18, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 1.9
Avg Daily Volume: 2,345,586    Market Cap: 154.26B
Sector: Services    Short Interest: 0.82
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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 25, 2024 BO None $231.98 @$232.50 $12.55
($231.98)
5.4% 5.01% I 4.98% I $243.55 $14.28
( $243.55 )
13.78%
Jan. 25, 2024 BO 2.0 $242.33 @$242.50 $11.40
($242.33)
4.7% -2.14% I -0.31% I $241.57 $8.75
( $241.57 )
-23.25%
Oct. 19, 2023 BO 1.9 $205.92 @$205.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 BO 1.5 $215.55 @$215.00
April 20, 2023 BO 1.6 $202.00 @$200.00
Jan. 24, 2023 BO 1.3 $210.13 @$210.00
Oct. 20, 2022 BO 1.1 $200.06 @$200.00
July 21, 2022 BO 1.3 $214.45 @$215.00
April 21, 2022 BO 1.4 $247.07 @$247.50
Jan. 20, 2022 BO 1.5 $239.49 @$240.00

 
 
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