OnKure Therapeutics, Inc. (OKUR) Implied Volatility
OnKure Therapeutics, Inc. (OKUR) options trade at a 30-day at-the-money implied volatility of 3,539.0%, an IV rank of 0 out of 100 over the past year. This page breaks down OKUR's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Oct 9, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
OKUR 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 3,539.0% |
| IV rank (1 year) | 0 / 100 |
| IV percentile (1 year) | 0% |
| Expected move (front expiration) | ±$11.69 (±490.1%) |
An IV rank of 0 places current implied volatility in the lower part of its 52-week range.
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OKUR Options FAQ
What is the implied volatility of OKUR options?
OKUR options trade at a 30-day at-the-money implied volatility of 3,539.0% as of Oct 9, 2026. That is an IV rank of 0 out of 100, meaning implied volatility is subdued relative to its own 52-week range.
Is OKUR implied volatility high or low right now?
By its own 52-week standards, OKUR implied volatility is currently low: IV rank is 0 out of 100 as of Oct 9, 2026.
What move do OKUR options imply before the next expiration?
Front-expiration OKUR options imply a one-standard-deviation move of ±$11.69 (±490.1%) as of Oct 9, 2026, derived from at-the-money option prices.
What is the difference between OKUR's IV rank and IV percentile?
IV rank (currently 0) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 0%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.