Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Union Pacific Corporation (UNP) - NYSE Next Earnings Date: OS Estimate: Jan. 21, 2027 BO
OS Projected Window: Jan. 18, 2027 to Jan. 23, 2027
EVR: 1.8
Avg Daily Volume: 2,601,822    Market Cap: 180.7B
Sector: Industrials    Short Interest: 4.7
Live Interactive Chart
Days to Next Earnings: 77 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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
Oct. 22, 2026 BO 1.8 $287.87 @$287.50 $17.40
($287.87)
6.05% 3.99% I 3.55% I $298.09 $17.67
( $298.09 )
1.55%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 27, 2026 BO 1.7 $230.89 @$230.00
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US