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Keros Therapeutics, Inc. Common Stock KROS

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Market datapartial · fetched 2026-10-22T21:28:50.490Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.717841089Z

FundamentalsAlpha Vantage · unavailable

Share price$11.35
1D+1.5%
AH$11.14$11.22$11.30$11.38$11.465:30 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$2.64$3.83$5.03$6.23$7.42$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEKROS PRICE$2.77$3.26$3.76$4.26$4.76$2.99$3.81$4.63$5.45$6.26$7.08
PutsExpensive2.61×
CallsExpensive4.84×
SkewBullish-73.81 pp
Implied move——
TiltBearish23.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ13.15138.6%10.5%
60Δ11.91222.4%29.3%14.12138.0%9.2%
65Δ10.97216.7%25.4%15.09137.5%7.8%
70Δ10.04211.0%21.6%16.07136.9%6.4%
75Δ9.11205.3%17.8%17.04136.4%5.1%
80Δ8.17199.6%13.9%18.01135.9%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.15
IV
138.6%
B/E move
10.5%

60Δ

Calls
Pseudo strike
11.91
IV
222.4%
B/E move
29.3%
Puts
Pseudo strike
14.12
IV
138.0%
B/E move
9.2%

65Δ

Calls
Pseudo strike
10.97
IV
216.7%
B/E move
25.4%
Puts
Pseudo strike
15.09
IV
137.5%
B/E move
7.8%

70Δ

Calls
Pseudo strike
10.04
IV
211.0%
B/E move
21.6%
Puts
Pseudo strike
16.07
IV
136.9%
B/E move
6.4%

75Δ

Calls
Pseudo strike
9.11
IV
205.3%
B/E move
17.8%
Puts
Pseudo strike
17.04
IV
136.4%
B/E move
5.1%

80Δ

Calls
Pseudo strike
8.17
IV
199.6%
B/E move
13.9%
Puts
Pseudo strike
18.01
IV
135.9%
B/E move
3.7%

Options history

No recorded observations