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Krystal Biotech, Inc. Common Stock KRYS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-06T14:52:33.398Z

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 · 2026-11-06T14:50:49.290159556Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T14:52:33.296288+00:00

Share price$301.81
1D+0.0%
$300.80$301.21$301.61$302.01$302.415:30 AM6:30 AM9:00 AM1:00 PMKRYS
Sold putSold call

Krystal Biotech, Inc. Common Stock options

Live interpolated KRYS call and put midpoint premiums by absolute delta.Krystal Biotech, Inc. Common Stock$2.10$8.75$15.40$22.04$28.69$253.44$276.02$298.59$321.16$343.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KRYS spot · $301.81KRYS PRICE$2.82$3.51$4.65$5.83$7.00$8.57$10.14$11.71$13.93$16.17$18.62$22.02$25.41$3.29$4.48$5.67$7.03$8.45$9.88$11.70$13.52$15.41$17.84$20.27$23.14$26.78
PutsCheap0.69×
CallsFair0.97×
SkewBearish+1.07 pp
Implied moveBearish±$21.84
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ326.9744.7%9.3%280.6747.4%8.1%
25Δ320.3841.5%7.3%284.8447.5%7.1%
30Δ316.8042.0%6.5%289.0047.6%6.1%
35Δ313.4042.8%5.8%292.7747.4%5.3%
40Δ310.0043.6%5.0%296.4247.0%4.6%
45Δ306.7044.1%4.5%300.0646.6%3.9%
50Δ303.3944.6%3.9%303.5046.2%3.3%
55Δ300.0945.0%3.3%306.9345.8%2.8%
60Δ296.5145.6%2.9%310.3945.4%2.3%
65Δ292.9346.2%2.4%314.0444.9%1.9%
70Δ289.1746.9%2.0%317.6944.4%1.5%
75Δ284.6847.8%1.6%321.6843.9%1.1%
80Δ280.1948.7%1.3%326.2643.5%0.8%

20Δ

Calls
Pseudo strike
326.97
IV
44.7%
B/E move
9.3%
Puts
Pseudo strike
280.67
IV
47.4%
B/E move
8.1%

25Δ

Calls
Pseudo strike
320.38
IV
41.5%
B/E move
7.3%
Puts
Pseudo strike
284.84
IV
47.5%
B/E move
7.1%

30Δ

Calls
Pseudo strike
316.80
IV
42.0%
B/E move
6.5%
Puts
Pseudo strike
289.00
IV
47.6%
B/E move
6.1%

35Δ

Calls
Pseudo strike
313.40
IV
42.8%
B/E move
5.8%
Puts
Pseudo strike
292.77
IV
47.4%
B/E move
5.3%

40Δ

Calls
Pseudo strike
310.00
IV
43.6%
B/E move
5.0%
Puts
Pseudo strike
296.42
IV
47.0%
B/E move
4.6%

45Δ

Calls
Pseudo strike
306.70
IV
44.1%
B/E move
4.5%
Puts
Pseudo strike
300.06
IV
46.6%
B/E move
3.9%

50Δ

Calls
Pseudo strike
303.39
IV
44.6%
B/E move
3.9%
Puts
Pseudo strike
303.50
IV
46.2%
B/E move
3.3%

55Δ

Calls
Pseudo strike
300.09
IV
45.0%
B/E move
3.3%
Puts
Pseudo strike
306.93
IV
45.8%
B/E move
2.8%

60Δ

Calls
Pseudo strike
296.51
IV
45.6%
B/E move
2.9%
Puts
Pseudo strike
310.39
IV
45.4%
B/E move
2.3%

65Δ

Calls
Pseudo strike
292.93
IV
46.2%
B/E move
2.4%
Puts
Pseudo strike
314.04
IV
44.9%
B/E move
1.9%

70Δ

Calls
Pseudo strike
289.17
IV
46.9%
B/E move
2.0%
Puts
Pseudo strike
317.69
IV
44.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
284.68
IV
47.8%
B/E move
1.6%
Puts
Pseudo strike
321.68
IV
43.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
280.19
IV
48.7%
B/E move
1.3%
Puts
Pseudo strike
326.26
IV
43.5%
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%