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Krystal Biotech, Inc. Common Stock KRYS

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Market dataready · fetched 2026-11-06T21:48:15.233Z

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 · 2026-11-06T21:26:39.699940687Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T21:48:15.075014+00:00

Share price$300.88
1D-0.3%
AH$300$301$303$304$3065:30 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$2.10$9.03$15.96$22.89$29.82$252.68$275.46$298.25$321.03$343.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KRYS spot · $300.88KRYS PRICE$2.85$3.48$4.53$5.58$6.75$8.09$9.44$10.96$13.06$15.17$17.49$20.49$23.48$3.48$4.41$5.30$6.48$7.78$9.08$10.81$12.68$14.55$17.08$19.93$23.00$27.82
PutsCheap0.66×
CallsCheap0.92×
SkewBearish+1.82 pp
Implied moveBearish±$20.25
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ326.5245.6%9.5%278.7249.9%8.5%
25Δ319.1440.8%7.2%283.6848.0%7.2%
30Δ315.6141.2%6.4%288.6245.2%5.8%
35Δ312.0841.5%5.6%292.4344.0%5.0%
40Δ308.7041.7%4.8%295.8043.5%4.3%
45Δ305.5541.7%4.2%299.1743.0%3.6%
50Δ302.3941.7%3.6%302.4542.9%3.1%
55Δ299.1941.8%3.1%305.7142.9%2.6%
60Δ295.8542.6%2.7%308.9643.0%2.2%
65Δ292.5243.3%2.3%312.6543.2%1.8%
70Δ289.0043.9%1.9%316.5543.6%1.4%
75Δ284.9544.3%1.5%320.6544.0%1.1%
80Δ280.9044.6%1.2%326.3245.2%0.8%

20Δ

Calls
Pseudo strike
326.52
IV
45.6%
B/E move
9.5%
Puts
Pseudo strike
278.72
IV
49.9%
B/E move
8.5%

25Δ

Calls
Pseudo strike
319.14
IV
40.8%
B/E move
7.2%
Puts
Pseudo strike
283.68
IV
48.0%
B/E move
7.2%

30Δ

Calls
Pseudo strike
315.61
IV
41.2%
B/E move
6.4%
Puts
Pseudo strike
288.62
IV
45.2%
B/E move
5.8%

35Δ

Calls
Pseudo strike
312.08
IV
41.5%
B/E move
5.6%
Puts
Pseudo strike
292.43
IV
44.0%
B/E move
5.0%

40Δ

Calls
Pseudo strike
308.70
IV
41.7%
B/E move
4.8%
Puts
Pseudo strike
295.80
IV
43.5%
B/E move
4.3%

45Δ

Calls
Pseudo strike
305.55
IV
41.7%
B/E move
4.2%
Puts
Pseudo strike
299.17
IV
43.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
302.39
IV
41.7%
B/E move
3.6%
Puts
Pseudo strike
302.45
IV
42.9%
B/E move
3.1%

55Δ

Calls
Pseudo strike
299.19
IV
41.8%
B/E move
3.1%
Puts
Pseudo strike
305.71
IV
42.9%
B/E move
2.6%

60Δ

Calls
Pseudo strike
295.85
IV
42.6%
B/E move
2.7%
Puts
Pseudo strike
308.96
IV
43.0%
B/E move
2.2%

65Δ

Calls
Pseudo strike
292.52
IV
43.3%
B/E move
2.3%
Puts
Pseudo strike
312.65
IV
43.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
289.00
IV
43.9%
B/E move
1.9%
Puts
Pseudo strike
316.55
IV
43.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
284.95
IV
44.3%
B/E move
1.5%
Puts
Pseudo strike
320.65
IV
44.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
280.90
IV
44.6%
B/E move
1.2%
Puts
Pseudo strike
326.32
IV
45.2%
B/E move
0.8%

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%