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Keros Therapeutics, Inc. Common Stock KROS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T14:17:44.393Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-10T21:00:08.470592661Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:14:49.058937+00:00

Share price$9.33
1D+1.7%
AH$8.97$9.11$9.25$9.40$9.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKROS
Sold putSold callAH

Keros Therapeutics, Inc. Common Stock options

Live interpolated KROS call and put midpoint premiums by absolute delta.Keros Therapeutics, Inc. Common Stock$0.26$0.86$1.46$2.05$2.65$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEKROS PRICE$0.33$0.42$0.51$0.59$0.68$0.77$0.99$1.27$1.55$1.83$2.10$2.38$1.36$1.92$2.48
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.90104.0%63.2%
25Δ13.98101.1%54.2%
30Δ13.0598.2%45.3%
35Δ12.1395.2%36.4%
40Δ11.2092.3%27.4%
45Δ10.2889.4%18.5%
50Δ9.7193.2%14.8%
55Δ9.31100.1%13.4%
60Δ8.90106.9%12.0%
65Δ8.49113.7%10.6%
70Δ8.08120.5%9.2%10.4948.9%2.1%
75Δ7.67127.4%7.8%11.0956.1%1.8%
80Δ11.6863.3%1.4%

20Δ

Calls
Pseudo strike
14.90
IV
104.0%
B/E move
63.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
13.98
IV
101.1%
B/E move
54.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
13.05
IV
98.2%
B/E move
45.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
12.13
IV
95.2%
B/E move
36.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.20
IV
92.3%
B/E move
27.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
10.28
IV
89.4%
B/E move
18.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
9.71
IV
93.2%
B/E move
14.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
9.31
IV
100.1%
B/E move
13.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
8.90
IV
106.9%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.49
IV
113.7%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
8.08
IV
120.5%
B/E move
9.2%
Puts
Pseudo strike
10.49
IV
48.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
7.67
IV
127.4%
B/E move
7.8%
Puts
Pseudo strike
11.09
IV
56.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.68
IV
63.3%
B/E move
1.4%

Options history

IV · four-Friday blend157.32%
Daily close
KROS126.2%162.1%197.9%2026-09-21: 141.68%2026-09-22: 144.61%2026-09-23: 148.68%2026-10-05: 175.53%2026-10-08: 170.04%2026-10-09: 178.47%2026-10-12: 192.96%2026-10-16: 136.02%2026-10-19: 140.30%2026-10-20: 131.18%2026-10-21: 135.61%2026-10-22: 140.68%2026-10-23: 144.35%2026-10-26: 151.41%2026-10-27: 155.22%2026-10-28: 155.00%2026-10-29: 156.87%2026-10-30: 157.32%Sep 21Oct 19Oct 30
18 observations2026-09-21 — 2026-10-30
Table
DateIV (%)
141.68%
144.61%
148.68%
175.53%
170.04%
178.47%
192.96%
136.02%
140.30%
131.18%
135.61%
140.68%
144.35%
151.41%
155.22%
155.00%
156.87%
157.32%