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UNP - Union Pacific
Implied Volatility Analysis

Implied Volatility:
33.2%
Put/Call-Ratio:
1.76

Union Pacific has an Implied Volatility (IV) of 33.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for UNP is 71 and the Implied Volatility Percentile (IVP) is 83. The current Implied Volatility Index for UNP is 0.99 standard deviations away from its 1 year mean.

Market Cap$128.10B
Dividend Yield2.46% ($5.15)
Next Earnings Date4/20/2023 (31d)
Implied Volatility (IV) 30d
33.19
Implied Volatility Rank (IVR) 1y
70.60
Implied Volatility Percentile (IVP) 1y
82.54
Historical Volatility (HV) 30d
40.24
IV / HV
0.82
Open Interest
183.26K
Option Volume
8.89K
Put/Call Ratio (Volume)
1.76

Data was calculated after the 3/17/2023 closing.

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