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Krystal Biotech, Inc. Common Stock KRYS

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Market dataready · fetched 2026-11-04T03:52:53.833Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-03T21:33:54.457754326Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T03:52:53.391400+00:00

Share price$307.67
1D+4.2%
AH$294$298$302$305$3095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKRYS
Sold putSold callAH

Krystal Biotech, Inc. Common Stock options

Live interpolated KRYS call and put midpoint premiums by absolute delta.Krystal Biotech, Inc. Common Stock$1.43$14.05$26.66$39.28$51.90$257.82$279.79$301.75$323.72$345.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KRYS spot · $307.67KRYS PRICE$2.79$3.63$4.60$5.57$6.56$7.54$8.67$10.10$11.53$12.96$14.78$16.72$18.66$3.85$5.11$6.60$8.16$9.97$12.09$14.22$16.79$19.35$23.33$27.95$35.68$48.26
PutsCheap0.83×
CallsCheap0.77×
SkewBearish+17.20 pp
Implied moveBearish±$22.89
TiltBearish30.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ332.6339.5%9.0%283.4148.7%9.1%
25Δ326.9537.6%7.4%288.6248.7%7.9%
30Δ322.9137.5%6.4%293.1948.7%6.9%
35Δ319.0637.1%5.5%297.5348.7%5.9%
40Δ315.6736.0%4.7%301.7849.0%5.2%
45Δ312.2834.9%3.9%305.9149.5%4.5%
50Δ309.0834.0%3.3%310.0350.1%3.9%
55Δ306.2733.6%2.8%314.3450.0%3.3%
60Δ303.4733.3%2.4%318.6649.9%2.7%
65Δ300.6632.9%1.9%324.0051.5%2.3%
70Δ297.7932.2%1.6%329.8153.8%1.9%
75Δ294.9031.4%1.3%338.5258.6%1.6%
80Δ292.0030.6%1.0%351.9367.0%1.3%

20Δ

Calls
Pseudo strike
332.63
IV
39.5%
B/E move
9.0%
Puts
Pseudo strike
283.41
IV
48.7%
B/E move
9.1%

25Δ

Calls
Pseudo strike
326.95
IV
37.6%
B/E move
7.4%
Puts
Pseudo strike
288.62
IV
48.7%
B/E move
7.9%

30Δ

Calls
Pseudo strike
322.91
IV
37.5%
B/E move
6.4%
Puts
Pseudo strike
293.19
IV
48.7%
B/E move
6.9%

35Δ

Calls
Pseudo strike
319.06
IV
37.1%
B/E move
5.5%
Puts
Pseudo strike
297.53
IV
48.7%
B/E move
5.9%

40Δ

Calls
Pseudo strike
315.67
IV
36.0%
B/E move
4.7%
Puts
Pseudo strike
301.78
IV
49.0%
B/E move
5.2%

45Δ

Calls
Pseudo strike
312.28
IV
34.9%
B/E move
3.9%
Puts
Pseudo strike
305.91
IV
49.5%
B/E move
4.5%

50Δ

Calls
Pseudo strike
309.08
IV
34.0%
B/E move
3.3%
Puts
Pseudo strike
310.03
IV
50.1%
B/E move
3.9%

55Δ

Calls
Pseudo strike
306.27
IV
33.6%
B/E move
2.8%
Puts
Pseudo strike
314.34
IV
50.0%
B/E move
3.3%

60Δ

Calls
Pseudo strike
303.47
IV
33.3%
B/E move
2.4%
Puts
Pseudo strike
318.66
IV
49.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
300.66
IV
32.9%
B/E move
1.9%
Puts
Pseudo strike
324.00
IV
51.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
297.79
IV
32.2%
B/E move
1.6%
Puts
Pseudo strike
329.81
IV
53.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
294.90
IV
31.4%
B/E move
1.3%
Puts
Pseudo strike
338.52
IV
58.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
292.00
IV
30.6%
B/E move
1.0%
Puts
Pseudo strike
351.93
IV
67.0%
B/E move
1.3%

Options history

IV · four-Friday blend50.09%
Daily EOD
KRYS46.9%48.6%50.3%2026-10-19: 47.14%2026-10-20: 47.19%2026-10-21: 47.47%2026-10-22: 48.25%2026-10-23: 48.33%2026-10-26: 49.03%2026-10-27: 48.83%2026-10-28: 49.17%2026-10-29: 49.15%2026-10-30: 50.09%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.14%
47.19%
47.47%
48.25%
48.33%
49.03%
48.83%
49.17%
49.15%
50.09%