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Unicycive Therapeutics, Inc. Common Stock UNCY

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Market datapartial · fetched 2026-10-23T12:36:52.547Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T11:40:35.383559565Z

FundamentalsAlpha Vantage · unavailable

Share price$4.00
1D
Price history unavailable.

Unicycive Therapeutics, Inc. Common Stock options

Live interpolated UNCY call and put midpoint premiums by absolute delta.Unicycive Therapeutics, Inc. Common Stock$0.03$0.98$1.93$2.88$3.83$0.15$1.70$3.24$4.79$6.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UNCY spot · $4.00UNCY PRICE$0.14$0.15$0.26$0.40$0.54$0.67$0.81$0.94$1.08$1.21$1.35$1.49$1.62$1.14$1.24$1.35$1.46$1.56$1.67$1.82$2.11$2.40$2.69$2.98$3.27$3.56
PutsExpensive2.48×
CallsExpensive1.41×
SkewBearish+96.25 pp
Implied moveBearish±$2.62
TiltBearish43.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.3599.4%62.3%2.89335.6%56.2%
25Δ5.1874.3%33.3%3.25307.9%49.7%
30Δ4.8276.8%27.2%3.62280.2%43.2%
35Δ4.6284.5%25.4%3.99252.5%36.7%
40Δ4.4192.2%23.6%4.35224.8%30.2%
45Δ4.2099.9%21.7%4.72197.1%23.7%
50Δ3.99107.6%19.9%5.09174.4%18.2%
55Δ3.78115.3%18.1%5.48168.4%15.8%
60Δ3.57123.0%16.3%5.86162.5%13.4%
65Δ3.36130.7%14.4%6.25156.5%10.9%
70Δ3.15138.4%12.6%6.64150.5%8.5%
75Δ2.95146.1%10.8%7.02144.5%6.1%
80Δ2.74153.8%9.0%7.41138.5%3.7%

20Δ

Calls
Pseudo strike
6.35
IV
99.4%
B/E move
62.3%
Puts
Pseudo strike
2.89
IV
335.6%
B/E move
56.2%

25Δ

Calls
Pseudo strike
5.18
IV
74.3%
B/E move
33.3%
Puts
Pseudo strike
3.25
IV
307.9%
B/E move
49.7%

30Δ

Calls
Pseudo strike
4.82
IV
76.8%
B/E move
27.2%
Puts
Pseudo strike
3.62
IV
280.2%
B/E move
43.2%

35Δ

Calls
Pseudo strike
4.62
IV
84.5%
B/E move
25.4%
Puts
Pseudo strike
3.99
IV
252.5%
B/E move
36.7%

40Δ

Calls
Pseudo strike
4.41
IV
92.2%
B/E move
23.6%
Puts
Pseudo strike
4.35
IV
224.8%
B/E move
30.2%

45Δ

Calls
Pseudo strike
4.20
IV
99.9%
B/E move
21.7%
Puts
Pseudo strike
4.72
IV
197.1%
B/E move
23.7%

50Δ

Calls
Pseudo strike
3.99
IV
107.6%
B/E move
19.9%
Puts
Pseudo strike
5.09
IV
174.4%
B/E move
18.2%

55Δ

Calls
Pseudo strike
3.78
IV
115.3%
B/E move
18.1%
Puts
Pseudo strike
5.48
IV
168.4%
B/E move
15.8%

60Δ

Calls
Pseudo strike
3.57
IV
123.0%
B/E move
16.3%
Puts
Pseudo strike
5.86
IV
162.5%
B/E move
13.4%

65Δ

Calls
Pseudo strike
3.36
IV
130.7%
B/E move
14.4%
Puts
Pseudo strike
6.25
IV
156.5%
B/E move
10.9%

70Δ

Calls
Pseudo strike
3.15
IV
138.4%
B/E move
12.6%
Puts
Pseudo strike
6.64
IV
150.5%
B/E move
8.5%

75Δ

Calls
Pseudo strike
2.95
IV
146.1%
B/E move
10.8%
Puts
Pseudo strike
7.02
IV
144.5%
B/E move
6.1%

80Δ

Calls
Pseudo strike
2.74
IV
153.8%
B/E move
9.0%
Puts
Pseudo strike
7.41
IV
138.5%
B/E move
3.7%

Options history

No recorded observations