thetaOwl

UNP

Union Pacific CorporationClose $278.28EOD only
Max Pain
$275.00
Next expiry Oct 9, 2026
Expected Move
±$6.72
2.4% from close
Price Gap
-3.28
Distance to max pain
IV Rank
8
Low premium
P/C OI
0.47
Slightly call-heavy
Consensus
—
No reports available
Published snapshot: Oct 2, 2026 close
End-of-day snapshot

This page reflects UNP options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Oct 2, 2026 close
UNP Options Chain
Data as of market close Oct 2, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 7)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
215.0073.5061.7064.000.0004131.9%0.9720.0017-0.3330.0190.023
250.0027.6326.2029.00-2.966358.8%0.9560.0054-0.2260.0270.026
262.5011.7814.3016.300.000152.6%0.8450.0156-0.4800.0690.024
265.0010.4711.9014.200.001451.0%0.8070.0185-0.5310.0790.023
267.508.209.0011.900.000546.7%0.7740.0222-0.5330.0870.022
270.004.006.909.500.000440.9%0.7370.0275-0.5070.0950.021
272.503.354.807.600.0011038.9%0.6700.0321-0.5320.1050.020
275.005.323.706.300.00215040.4%0.5830.0333-0.5900.1130.017
277.503.401.454.40-0.11114635.7%0.4960.0386-0.5310.1160.015
280.002.000.703.60-0.4213337.9%0.4070.0353-0.5460.1130.012
282.501.050.601.90-0.6222531.0%0.2850.0377-0.3910.0980.008
285.000.900.351.800.0042436.2%0.2380.0294-0.4130.0900.007
290.000.300.000.30-0.10151327.1%0.0570.0146-0.1140.0330.002
292.501.500.001.000.0031242.6%0.1190.0160-0.3100.0580.004
295.000.650.002.450.002250.2%0.1230.0140-0.3740.0590.004
300.000.100.001.90-0.0514154.7%0.0880.0101-0.3200.0460.003
305.002.300.002.250.0018065.6%0.0870.0083-0.3800.0460.003
310.000.100.001.300.0012164.2%0.0510.0057-0.2470.0310.002
315.000.880.002.150.0024079.9%0.0680.0057-0.3840.0380.002

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
250.001.400.000.500.004650.2%-0.0230.0038-0.0990.016-0.001
257.500.400.002.200.00404155.1%-0.0960.0106-0.3360.049-0.003
260.000.190.002.250.0032250.2%-0.1070.0126-0.3320.053-0.003
262.500.250.000.60-0.98471637.1%-0.0780.0135-0.1930.042-0.002
265.000.400.051.20-0.0716340.5%-0.1400.0189-0.3220.064-0.004
267.500.470.200.85-0.1043930.7%-0.1310.0238-0.2320.062-0.004
270.000.600.201.10-0.45646728.0%-0.1810.0324-0.2610.076-0.006
272.501.000.052.90-3.602737.7%-0.3260.0329-0.4820.104-0.010
275.002.381.103.300.33262533.0%-0.4020.0404-0.4490.112-0.013
277.503.201.304.30-3.0012131.5%-0.5070.0437-0.4380.116-0.016
280.008.303.605.600.002530.4%-0.6180.0432-0.4000.111-0.019
285.007.086.909.000.002028.8%-0.8180.0317-0.2480.077-0.026
295.0022.2815.8020.000.002060.2%-0.8300.0145-0.5220.073-0.027
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.