Symbol:    
Union Pacific Corp 
Options Root:  Open Help    UNP  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days24.70%25.17%27.78%138.79% - 19-Mar7.93% - 30-Sep
20 days25.29%24.05%39.30%115.50% - 30-Mar12.86% - 16-Jan
30 days25.66%24.10%36.78%98.32% - 06-Apr13.75% - 17-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help30.27%27.85%37.42%93.07% - 18-Mar18.04% - 15-Nov
IV Index put Open Help31.03%27.67%39.13%91.50% - 18-Mar17.91% - 26-Nov
IV Index mean Open Help30.65%27.76%38.28%92.29% - 18-Mar18.00% - 26-Nov
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days63.10%66.21%88.31%92.14% - 16-Mar47.32% - 23-Jan
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Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
31.02%70.07% 6.3750-0.88
(-12.07)
6.375Aug 14, 2020 167.5112.2850.43
(23.18)
2.2850-32.01%35.49%
32.76%59.52% 5.0000-0.45
(-8.26)
5.000Aug 14, 2020 170.0112.640-0.17
(-6.05)
2.6400-39.87%30.18%
28.60%48.97% 3.2000-0.77
(-19.50)
3.200Aug 14, 2020 172.5113.725-0.41
(-9.92)
3.7250-50.96%29.33%
25.16%35.74% 1.7800-1.16
(-39.56)
1.780Aug 14, 2020 175.0115.000-0.38
(-6.98)
5.0000-62.86%27.67%
30.47%66.70% 7.2250-1.03
(-12.42)
7.225Aug 21, 2020 167.5182.5900.08
(3.19)
2.5900-33.07%30.00%
29.13%58.69% 5.5250-1.05
(-15.97)
5.525Aug 21, 2020 170.0183.4750.27
(8.59)
3.4750-41.33%29.25%
27.59%49.60% 4.0000-0.95
(-19.19)
4.000Aug 21, 2020 172.5184.5000.25
(5.88)
4.5000-50.36%28.02%
27.04%40.09% 2.8550-0.77
(-21.24)
2.855Aug 21, 2020 175.0185.9750.00
(0.00)
5.9750-59.39%28.30%
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