We study geometric characterizations of unbounded integer polynomial optimization problems. While unboundedness along a ray fully characterizes unbounded integer linear and quadratic optimization problems, we show that this is not the case for cubic polynomials. To overcome this, we introduce thin rays, which are rays with an arbitrarily small neighborhood, and prove that they characterize unboundedness for integer cubic optimization problems in dimension up to three, and we conjecture that the same holds in all dimensions. Our techniques also provide a complete characterization of unbounded integer quadratic optimization problems in arbitrary dimension, without assuming rational coefficients. These results underscore the significance of thin rays and offer new tools for analyzing integer polynomial optimization problems beyond the quadratic case.