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Unicycive Therapeutics Inc UNCY

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T13:33:53.603Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-10-23T13:33:39.156656654Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T13:33:53.157587+00:00

Share price$3.88
1D-4.1%
$3.86$3.91$3.96$4.01$4.055:30 AM6:30 AM9:00 AM1:00 PMUNCY
Sold putSold call

Unicycive Therapeutics Inc options

Live interpolated UNCY call and put midpoint premiums by absolute delta.Unicycive Therapeutics Inc$0.20$0.56$0.92$1.29$1.65$2.15$3.81$5.48$7.14$8.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UNCY spot · $3.88UNCY PRICE$0.28$0.42$0.56$0.70$0.83$0.96$1.08$1.16$1.24$1.31$1.39$1.47$1.55$0.24$0.31$0.39$0.46$0.53$0.61$0.68$0.75$0.83$0.90$0.97$1.05$1.12
PutsExpensive1.07×
CallsExpensive4.69×
SkewBullish-296.13 pp
Implied moveBullish±$1.76
TiltBullish18.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.62326.4%232.4%2.92117.0%30.9%
25Δ13.20371.3%250.9%3.08114.3%28.6%
30Δ13.78416.2%269.4%3.24111.7%26.3%
35Δ14.36461.1%287.9%3.41109.0%24.0%
40Δ14.93506.0%306.4%3.57106.3%21.7%
45Δ12.52499.9%247.4%3.74103.6%19.3%
50Δ9.89484.6%182.8%3.90100.9%17.0%
55Δ8.84445.9%157.8%4.0698.2%14.7%
60Δ7.79407.3%132.7%4.2395.5%12.4%
65Δ6.74368.6%107.6%4.3992.8%10.0%
70Δ5.69330.0%82.5%4.5690.1%7.7%
75Δ4.64291.3%57.4%4.7287.5%5.4%
80Δ3.59252.7%32.3%4.8884.8%3.1%

20Δ

Calls
Pseudo strike
12.62
IV
326.4%
B/E move
232.4%
Puts
Pseudo strike
2.92
IV
117.0%
B/E move
30.9%

25Δ

Calls
Pseudo strike
13.20
IV
371.3%
B/E move
250.9%
Puts
Pseudo strike
3.08
IV
114.3%
B/E move
28.6%

30Δ

Calls
Pseudo strike
13.78
IV
416.2%
B/E move
269.4%
Puts
Pseudo strike
3.24
IV
111.7%
B/E move
26.3%

35Δ

Calls
Pseudo strike
14.36
IV
461.1%
B/E move
287.9%
Puts
Pseudo strike
3.41
IV
109.0%
B/E move
24.0%

40Δ

Calls
Pseudo strike
14.93
IV
506.0%
B/E move
306.4%
Puts
Pseudo strike
3.57
IV
106.3%
B/E move
21.7%

45Δ

Calls
Pseudo strike
12.52
IV
499.9%
B/E move
247.4%
Puts
Pseudo strike
3.74
IV
103.6%
B/E move
19.3%

50Δ

Calls
Pseudo strike
9.89
IV
484.6%
B/E move
182.8%
Puts
Pseudo strike
3.90
IV
100.9%
B/E move
17.0%

55Δ

Calls
Pseudo strike
8.84
IV
445.9%
B/E move
157.8%
Puts
Pseudo strike
4.06
IV
98.2%
B/E move
14.7%

60Δ

Calls
Pseudo strike
7.79
IV
407.3%
B/E move
132.7%
Puts
Pseudo strike
4.23
IV
95.5%
B/E move
12.4%

65Δ

Calls
Pseudo strike
6.74
IV
368.6%
B/E move
107.6%
Puts
Pseudo strike
4.39
IV
92.8%
B/E move
10.0%

70Δ

Calls
Pseudo strike
5.69
IV
330.0%
B/E move
82.5%
Puts
Pseudo strike
4.56
IV
90.1%
B/E move
7.7%

75Δ

Calls
Pseudo strike
4.64
IV
291.3%
B/E move
57.4%
Puts
Pseudo strike
4.72
IV
87.5%
B/E move
5.4%

80Δ

Calls
Pseudo strike
3.59
IV
252.7%
B/E move
32.3%
Puts
Pseudo strike
4.88
IV
84.8%
B/E move
3.1%

Options history

No recorded observations