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Unity Bancorp Inc UNTY

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T23:43:48.537Z

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 · 2026-10-22T20:00:07.884282253Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T23:43:47.579744+00:00

Share price$58.11
1D+1.9%
AH$56.89$57.31$57.74$58.16$58.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUNTY
Sold putSold callAH

Unity Bancorp Inc options

Live interpolated UNTY call and put midpoint premiums by absolute delta.Unity Bancorp Inc$2.25$3.29$4.33$5.37$6.41$47.28$52.70$58.13$63.55$68.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UNTY spot · $58.11UNTY PRICE$2.45$2.43$2.36$2.41$2.47$2.69$2.91$3.13$3.34$3.56$3.78$5.70$2.45$2.45$2.45$2.49$2.63$2.77$2.92$3.06$3.20$3.92$4.65$5.38$6.11
PutsExpensive1.71×
CallsExpensive1.56×
SkewNeutral-0.22 pp
Implied moveBearish±$5.61
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.61116.0%24.0%
25Δ77.16117.8%37.0%50.6589.6%17.1%
30Δ68.7989.1%22.6%53.2073.0%12.7%
35Δ64.2769.0%14.7%55.2859.8%9.2%
40Δ62.0158.3%10.9%56.2254.6%7.8%
45Δ59.9248.4%7.4%57.1649.5%6.4%
50Δ59.1745.3%6.5%58.1144.3%5.0%
55Δ58.4242.3%5.5%59.0539.1%3.6%
60Δ57.6739.3%4.6%59.9934.0%2.3%
65Δ56.9236.2%3.7%60.9433.9%1.9%
70Δ56.1733.2%2.8%61.8833.8%1.5%
75Δ55.4230.1%1.9%62.8333.8%1.1%
80Δ53.1535.2%1.3%63.7833.7%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.61
IV
116.0%
B/E move
24.0%

25Δ

Calls
Pseudo strike
77.16
IV
117.8%
B/E move
37.0%
Puts
Pseudo strike
50.65
IV
89.6%
B/E move
17.1%

30Δ

Calls
Pseudo strike
68.79
IV
89.1%
B/E move
22.6%
Puts
Pseudo strike
53.20
IV
73.0%
B/E move
12.7%

35Δ

Calls
Pseudo strike
64.27
IV
69.0%
B/E move
14.7%
Puts
Pseudo strike
55.28
IV
59.8%
B/E move
9.2%

40Δ

Calls
Pseudo strike
62.01
IV
58.3%
B/E move
10.9%
Puts
Pseudo strike
56.22
IV
54.6%
B/E move
7.8%

45Δ

Calls
Pseudo strike
59.92
IV
48.4%
B/E move
7.4%
Puts
Pseudo strike
57.16
IV
49.5%
B/E move
6.4%

50Δ

Calls
Pseudo strike
59.17
IV
45.3%
B/E move
6.5%
Puts
Pseudo strike
58.11
IV
44.3%
B/E move
5.0%

55Δ

Calls
Pseudo strike
58.42
IV
42.3%
B/E move
5.5%
Puts
Pseudo strike
59.05
IV
39.1%
B/E move
3.6%

60Δ

Calls
Pseudo strike
57.67
IV
39.3%
B/E move
4.6%
Puts
Pseudo strike
59.99
IV
34.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
56.92
IV
36.2%
B/E move
3.7%
Puts
Pseudo strike
60.94
IV
33.9%
B/E move
1.9%

70Δ

Calls
Pseudo strike
56.17
IV
33.2%
B/E move
2.8%
Puts
Pseudo strike
61.88
IV
33.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
55.42
IV
30.1%
B/E move
1.9%
Puts
Pseudo strike
62.83
IV
33.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
53.15
IV
35.2%
B/E move
1.3%
Puts
Pseudo strike
63.78
IV
33.7%
B/E move
0.8%

Options history

No recorded observations