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Unity Bancorp, Inc. Common Stock UNTY

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Market datapartial · fetched 2026-11-12T00:54:30.874Z

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: 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 · 2026-11-11T21:00:01.800642287Z

FundamentalsAlpha Vantage · unavailable

Share price$58.50
1D-0.3%
AH$57.88$58.10$58.32$58.54$58.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUNTY
Sold putSold callAH

Unity Bancorp, Inc. Common Stock options

Live interpolated UNTY call and put midpoint premiums by absolute delta.Unity Bancorp, Inc. Common Stock$1.38$2.46$3.54$4.61$5.69$48.56$52.62$56.69$60.76$64.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive UNTY spot · $58.50UNTY PRICE$2.45$1.50$1.81$2.12$2.43$2.62$2.80$2.99$3.17$3.35$3.54$3.72$2.45$2.45$2.45$2.48$2.54$2.61$2.67$2.74$2.84$3.47$4.11$4.74$5.38
PutsExpensive2.53×
Calls——
Skew——
Implied moveBalanced±$5.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.84208.7%24.1%
25Δ77.29211.3%36.3%50.85161.5%17.3%
30Δ63.9791.9%11.9%53.50130.7%12.7%
35Δ62.6889.6%10.2%55.40108.4%9.5%
40Δ61.3887.3%8.5%56.3397.4%8.1%
45Δ60.0885.0%6.9%57.2686.3%6.6%
50Δ59.4079.5%6.0%58.1975.3%5.1%
55Δ58.7573.9%5.2%59.1264.2%3.6%
60Δ58.1168.3%4.4%60.0553.8%2.2%
65Δ57.4762.7%3.7%60.8753.2%1.9%
70Δ56.8357.1%2.9%61.7052.6%1.6%
75Δ56.1851.4%2.1%62.5252.1%1.2%
80Δ55.5445.8%1.3%63.3551.5%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.84
IV
208.7%
B/E move
24.1%

25Δ

Calls
Pseudo strike
77.29
IV
211.3%
B/E move
36.3%
Puts
Pseudo strike
50.85
IV
161.5%
B/E move
17.3%

30Δ

Calls
Pseudo strike
63.97
IV
91.9%
B/E move
11.9%
Puts
Pseudo strike
53.50
IV
130.7%
B/E move
12.7%

35Δ

Calls
Pseudo strike
62.68
IV
89.6%
B/E move
10.2%
Puts
Pseudo strike
55.40
IV
108.4%
B/E move
9.5%

40Δ

Calls
Pseudo strike
61.38
IV
87.3%
B/E move
8.5%
Puts
Pseudo strike
56.33
IV
97.4%
B/E move
8.1%

45Δ

Calls
Pseudo strike
60.08
IV
85.0%
B/E move
6.9%
Puts
Pseudo strike
57.26
IV
86.3%
B/E move
6.6%

50Δ

Calls
Pseudo strike
59.40
IV
79.5%
B/E move
6.0%
Puts
Pseudo strike
58.19
IV
75.3%
B/E move
5.1%

55Δ

Calls
Pseudo strike
58.75
IV
73.9%
B/E move
5.2%
Puts
Pseudo strike
59.12
IV
64.2%
B/E move
3.6%

60Δ

Calls
Pseudo strike
58.11
IV
68.3%
B/E move
4.4%
Puts
Pseudo strike
60.05
IV
53.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
57.47
IV
62.7%
B/E move
3.7%
Puts
Pseudo strike
60.87
IV
53.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
56.83
IV
57.1%
B/E move
2.9%
Puts
Pseudo strike
61.70
IV
52.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
56.18
IV
51.4%
B/E move
2.1%
Puts
Pseudo strike
62.52
IV
52.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
55.54
IV
45.8%
B/E move
1.3%
Puts
Pseudo strike
63.35
IV
51.5%
B/E move
0.9%

Options history

IV · four-Friday blend35.51%
Daily EOD
UNTY32.8%34.7%36.5%2026-10-19: 33.94%2026-10-20: 35.09%2026-10-21: 35.39%2026-10-22: 33.96%2026-10-23: 33.07%2026-10-26: 35.20%2026-10-27: 35.83%2026-10-28: 34.00%2026-10-29: 36.27%2026-10-30: 35.51%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.94%
35.09%
35.39%
33.96%
33.07%
35.20%
35.83%
34.00%
36.27%
35.51%