UNION PACIFIC CORP (UNP) Options Risk Score
Real-time risk analysis for UNP options traders — updated every 30 minutes.
Data last updated: 2026-09-06
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Is it risky to sell options on UNION PACIFIC CORP (UNP) right now?
UNION PACIFIC CORP (UNP) currently scores 15 out of 100 for options catalyst risk (LOW) over a 4-week expiry window. What pushes it there: an upcoming earnings report, 3 recent news items, 1 active legal filing and 1 recent SEC event, all landing inside the 4-week window. A LOW score (under 45) means the scan found no dated catalyst for UNP inside the window. Read it as a clean calendar rather than a safe stock — surprises are by definition unscheduled.
UNP shows an IV Rank of 92 — implied volatility is near the top of its own one-year range, so UNP options are historically expensive, which favours premium-selling strategies, with a current implied volatility of about 34%. Read IV Rank alongside the catalyst score: it says how expensive UNP options are, while the score says whether that price is justified by a scheduled event.
UNP reports on 2026-10-22. Any expiry beyond that date carries the gap, and the implied volatility priced in beforehand typically collapses the morning after.
UNION PACIFIC CORP (UNP) current implied volatility and IV Rank
The most recent read on UNION PACIFIC CORP (UNP) puts its IV Rank at 92 with implied volatility around 34%, alongside a TickerRisk options-risk score of 15/100. That sits near the top of its own 12-month range, so the chain is pricing richly. Sellers are being paid well here — but rich premium and a scheduled event usually arrive together, so check the catalyst list before writing anything.
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UNION PACIFIC CORP (UNP) next earnings date — 2026-10-22
UNION PACIFIC CORP (UNP) is scheduled to report on 2026-10-22 — about 46 days away, so a standard expiry would carry straight through it. UNP's IV Rank is currently 92. Implied volatility tends to build into the date and drop sharply once results are public. If the premium on UNP looks unusually generous right now, this is the most likely reason.
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