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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Union Pacific Corporation (UNP) - NYSE Next Earnings Date: OS Estimate: Jan. 23, 2025 BO
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 1.6
Avg Daily Volume: 2,499,116    Market Cap: 154.26B
Sector: Services    Short Interest: 0.82
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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. 24, 2024 BO 1.6 $241.35 @$242.50 $12.55
($241.35)
5.18% -5.71% O -4.39% I $230.75 $14.12
( $230.75 )
12.51%
July 25, 2024 BO 1.6 $237.38 @$235.00 $11.50
($237.38)
4.89% -2.72% I -0.85% I $235.35 $8.95
( $235.35 )
-22.17%
April 25, 2024 BO 1.6 $231.98 @$232.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 20, 2022 BO 1.1 $200.06 @$200.00
July 21, 2022 BO 1.3 $214.45 @$215.00

 
 
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