RARE options: IV rank, expected move and trade screens
Ultragenyx Pharmaceutical Inc. · Healthcare
As of the close on . In the app, data is refreshed intraday.
RARE closed at $15.22 on Oct 2, 2026 with 30-day implied volatility of 87.4%. That is in the lower half of its one-year range (IV rank 31), so premiums are on the modest side for RARE. Measured by IV percentile, IV is higher than 74% of the past year's readings. Options expiring Oct 30 (28 days out) price a one standard deviation move of about $3.73, or 24.5%.
The price is below both its 50-day (-28.2%) and 200-day (-36.8%) moving averages. It is 58.3% below its 52-week high and 18.2% above its 52-week low. The 14-day RSI of 38.5 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.12, about 7.3% of the price, a measure of a typical day's range.
Option volume at the close (2.99K contracts) was 0.3x its average, much quieter than usual. A beta of 1.20 means RARE has tended to move about 1.2 times as much as the broad market. None of our preset screens found trades on RARE at the close.
RARE stats at the close
- Price
- $15.22
- Market cap $1.5B
- Implied volatility
- 87.4%
- 30-day, at the money
- IV rank
- 31
- IV sits 31% of the way from its one-year low to its one-year high.
- IV percentile
- 74
- IV is higher than 74% of the past year's readings.
- ATR (14-day)
- $1.12
- 7.3% of the price on a typical day
- RSI (14-day)
- 38.5
- Between 30 and 70, neutral
- 52-week range
- -58.3% from high
- +18.2% from the 52-week low
- Moving averages
- -28.2% vs 50-day
- -36.8% vs the 200-day
- Beta
- 1.20
- Sensitivity to the broad market
- Option volume
- 0.3x avg
- 2.99K contracts vs 11.2K average
RARE expected move by expiration
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Oct 9, 20267 days | 48.1% | ±$1.01 (6.7%) | $14.21 to $16.23 | $0.83 |
| Oct 30, 202628 days | 88.5% | ±$3.73 (24.5%) | $11.49 to $18.95 | $2.95 |
| Nov 20, 202649 days | 62.3% | ±$3.48 (22.8%) | $11.74 to $18.70 | $2.75 |
| Dec 18, 202677 days | 64.0% | ±$4.47 (29.4%) | $10.75 to $19.69 | $3.53 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Trades that pass our screens as of the close
RARE options FAQ
- What is RARE's IV rank?
- At the close on Oct 2, 2026, RARE's IV rank was 31 with 30-day implied volatility of 87.4%. IV sits 31% of the way from its one-year low to its one-year high. Its IV percentile was 74: IV is higher than 74% of the past year's readings.
- What is the expected move for RARE?
- Based on the close on Oct 2, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $3.73 (24.5%), a range of $11.49 to $18.95. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is RARE option volume above average?
- On Oct 2, 2026, RARE option volume was 0.3x its average, much quieter than usual.
More market data
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