RARE Moves

Ultragenyx Pharmaceutical Inc RARE 17.16 0.53 3.19%

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Expected move

November 04, 2026 close · $16.94

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.9% ±$0.50	$16.44 – $17.44	$16.34 – $17.54	$15.87 – $18.01
2 sessions	±4.1% ±$0.69	$16.25 – $17.63	$16.10 – $17.78	$15.45 – $18.43
3 sessions	±5.1% ±$0.87	$16.07 – $17.81	$15.90 – $17.98	$15.08 – $18.80
1 week	±6.5% ±$1.11	$15.83 – $18.05	$15.58 – $18.30	$14.58 – $19.30
2 weeks	±9.2% ±$1.56	$15.38 – $18.50	$15.02 – $18.86	$13.62 – $20.26
3 weeks	±11.4% ±$1.92	$15.02 – $18.86	$14.55 – $19.33	$12.87 – $21.01
1 month	±13.5% ±$2.29	$14.65 – $19.23	$14.08 – $19.80	$12.08 – $21.80

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±8.73%

Average actual move

3.01%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
August 06, 2025	±8.73%	-3.01%	0.34×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →