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Unicycive Therapeutics, Inc. Common Stock UNCY

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Market datapartial · fetched 2026-11-13T19:11:07.368Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T19:10:08.555872693Z

FundamentalsAlpha Vantage · unavailable

Share price$3.61
1D-0.7%
$3.54$3.57$3.59$3.61$3.645:30 AM6:30 AM9:00 AM1:00 PMUNCY
Sold putSold call

Unicycive Therapeutics, Inc. Common Stock options

Live interpolated UNCY call and put midpoint premiums by absolute delta.Unicycive Therapeutics, Inc. Common Stock$0.15$0.62$1.10$1.58$2.06$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEUNCY PRICE$0.20$0.36$0.51$0.67$0.82$0.98$1.14$1.29$1.45$1.61$1.76$1.92
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ4.93122.7%42.4%
30Δ4.72145.5%40.8%
35Δ4.50168.4%39.1%
40Δ4.29191.2%37.5%
45Δ4.08214.1%35.9%
50Δ3.86236.9%34.3%
55Δ3.65259.8%32.7%
60Δ3.43282.6%31.1%
65Δ3.22305.5%29.5%
70Δ3.00328.3%27.9%
75Δ2.79351.2%26.3%
80Δ2.57374.0%24.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.93
IV
122.7%
B/E move
42.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.72
IV
145.5%
B/E move
40.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.50
IV
168.4%
B/E move
39.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.29
IV
191.2%
B/E move
37.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.08
IV
214.1%
B/E move
35.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.86
IV
236.9%
B/E move
34.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.65
IV
259.8%
B/E move
32.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.43
IV
282.6%
B/E move
31.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.22
IV
305.5%
B/E move
29.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.00
IV
328.3%
B/E move
27.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.79
IV
351.2%
B/E move
26.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.57
IV
374.0%
B/E move
24.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations