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Ultragenyx Pharmaceutical Inc. Common Stock RARE

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-10T22:23:19.099Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:02:38.121666244Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:23:18.606087+00:00

Share price$16.14
1D+0.1%
AH$15.42$15.67$15.93$16.19$16.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRARE
Sold putSold callAH

Ultragenyx Pharmaceutical Inc. Common Stock options

Live interpolated RARE call and put midpoint premiums by absolute delta.Ultragenyx Pharmaceutical Inc. Common Stock$0.28$0.77$1.25$1.74$2.22$15.16$15.68$16.19$16.71$17.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive RARE spot · $16.14RARE PRICE$0.39$0.46$0.53$0.61$0.69$0.77$0.34$0.40$0.46$0.51$0.56$1.64$1.76$2.08
Puts——
Calls——
Skew——
Implied moveBearish±$0.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ15.6893.3%5.0%
40Δ15.8691.6%4.2%
45Δ16.3378.7%3.6%16.0389.2%3.5%
50Δ16.1880.0%3.1%16.1784.1%3.0%
55Δ16.0481.2%2.7%16.3178.9%2.4%
60Δ15.8980.1%2.2%
65Δ15.7578.2%1.8%17.26162.2%3.2%
70Δ15.6176.2%1.4%17.51151.2%2.4%
75Δ17.91153.4%1.9%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.68
IV
93.3%
B/E move
5.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.86
IV
91.6%
B/E move
4.2%

45Δ

Calls
Pseudo strike
16.33
IV
78.7%
B/E move
3.6%
Puts
Pseudo strike
16.03
IV
89.2%
B/E move
3.5%

50Δ

Calls
Pseudo strike
16.18
IV
80.0%
B/E move
3.1%
Puts
Pseudo strike
16.17
IV
84.1%
B/E move
3.0%

55Δ

Calls
Pseudo strike
16.04
IV
81.2%
B/E move
2.7%
Puts
Pseudo strike
16.31
IV
78.9%
B/E move
2.4%

60Δ

Calls
Pseudo strike
15.89
IV
80.1%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
15.75
IV
78.2%
B/E move
1.8%
Puts
Pseudo strike
17.26
IV
162.2%
B/E move
3.2%

70Δ

Calls
Pseudo strike
15.61
IV
76.2%
B/E move
1.4%
Puts
Pseudo strike
17.51
IV
151.2%
B/E move
2.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.91
IV
153.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend73.00%
Daily close
RARE54.6%108.9%163.2%2026-08-12: 124.45%2026-08-13: 138.03%2026-08-14: 132.56%2026-08-17: 130.65%2026-08-18: 136.60%2026-08-20: 152.95%2026-08-21: 134.86%2026-08-24: 135.56%2026-08-25: 136.42%2026-08-26: 138.21%2026-08-27: 137.64%2026-08-28: 144.77%2026-08-31: 150.76%2026-09-01: 150.24%2026-09-02: 155.69%2026-09-03: 67.78%2026-09-04: 62.58%2026-09-08: 65.88%2026-09-15: 105.59%2026-09-18: 66.85%2026-09-21: 64.65%2026-09-22: 62.12%2026-09-23: 63.67%2026-09-24: 87.04%2026-09-25: 67.98%2026-09-28: 75.85%2026-09-29: 82.27%2026-09-30: 86.00%2026-10-01: 139.08%2026-10-02: 90.89%2026-10-05: 78.73%2026-10-06: 72.44%2026-10-07: 70.19%2026-10-08: 121.59%2026-10-09: 62.34%2026-10-12: 70.18%2026-10-13: 68.05%2026-10-14: 78.45%2026-10-15: 130.11%2026-10-16: 82.71%2026-10-19: 95.73%2026-10-20: 71.83%2026-10-21: 63.50%2026-10-22: 83.21%2026-10-23: 74.28%2026-10-26: 82.17%2026-10-27: 85.34%2026-10-28: 113.23%2026-10-29: 81.96%2026-10-30: 73.00%Aug 12Sep 25Oct 30
50 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
124.45%
138.03%
132.56%
130.65%
136.60%
152.95%
134.86%
135.56%
136.42%
138.21%
137.64%
144.77%
150.76%
150.24%
155.69%
67.78%
62.58%
65.88%
105.59%
66.85%
64.65%
62.12%
63.67%
87.04%
67.98%
75.85%
82.27%
86.00%
139.08%
90.89%
78.73%
72.44%
70.19%
121.59%
62.34%
70.18%
68.05%
78.45%
130.11%
82.71%
95.73%
71.83%
63.50%
83.21%
74.28%
82.17%
85.34%
113.23%
81.96%
73.00%