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Krystal Biotech, Inc. Common Stock KRYS

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Market datapartial · fetched 2026-10-22T15:47:31.800Z

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 · 2026-10-22T15:45:28.345451909Z

FundamentalsAlpha Vantage · unavailable

Share price$321.87
1D+0.2%
$321$322$324$326$3285:30 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$3.47$14.44$25.41$36.37$47.34$266.92$294.96$323.00$351.04$379.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KRYS spot · $321.87KRYS PRICE$4.66$6.20$7.87$9.90$12.01$14.19$16.79$19.57$22.98$26.60$30.68$36.02$42.63$5.90$7.56$9.38$11.41$13.73$16.13$19.01$22.06$25.69$29.48$33.43$38.32$44.18
PutsExpensive1.25×
CallsExpensive1.41×
SkewBullish-2.50 pp
Implied moveBearish±$35.79
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ366.1448.8%15.2%287.2054.0%12.6%
25Δ357.7848.8%13.1%295.5151.8%10.5%
30Δ350.3748.8%11.3%302.7050.1%8.9%
35Δ344.1649.6%10.0%308.9649.3%7.6%
40Δ338.0450.1%8.8%314.7148.7%6.5%
45Δ331.9649.9%7.5%320.3548.2%5.5%
50Δ326.1150.2%6.5%325.8347.9%4.7%
55Δ320.3850.8%5.6%331.3747.6%3.9%
60Δ314.4351.5%4.8%337.1347.6%3.2%
65Δ308.3552.1%4.1%342.9647.2%2.6%
70Δ301.9852.5%3.4%348.8546.5%2.0%
75Δ294.6553.8%2.7%355.4245.8%1.5%
80Δ286.2355.7%2.2%362.8245.5%1.0%

20Δ

Calls
Pseudo strike
366.14
IV
48.8%
B/E move
15.2%
Puts
Pseudo strike
287.20
IV
54.0%
B/E move
12.6%

25Δ

Calls
Pseudo strike
357.78
IV
48.8%
B/E move
13.1%
Puts
Pseudo strike
295.51
IV
51.8%
B/E move
10.5%

30Δ

Calls
Pseudo strike
350.37
IV
48.8%
B/E move
11.3%
Puts
Pseudo strike
302.70
IV
50.1%
B/E move
8.9%

35Δ

Calls
Pseudo strike
344.16
IV
49.6%
B/E move
10.0%
Puts
Pseudo strike
308.96
IV
49.3%
B/E move
7.6%

40Δ

Calls
Pseudo strike
338.04
IV
50.1%
B/E move
8.8%
Puts
Pseudo strike
314.71
IV
48.7%
B/E move
6.5%

45Δ

Calls
Pseudo strike
331.96
IV
49.9%
B/E move
7.5%
Puts
Pseudo strike
320.35
IV
48.2%
B/E move
5.5%

50Δ

Calls
Pseudo strike
326.11
IV
50.2%
B/E move
6.5%
Puts
Pseudo strike
325.83
IV
47.9%
B/E move
4.7%

55Δ

Calls
Pseudo strike
320.38
IV
50.8%
B/E move
5.6%
Puts
Pseudo strike
331.37
IV
47.6%
B/E move
3.9%

60Δ

Calls
Pseudo strike
314.43
IV
51.5%
B/E move
4.8%
Puts
Pseudo strike
337.13
IV
47.6%
B/E move
3.2%

65Δ

Calls
Pseudo strike
308.35
IV
52.1%
B/E move
4.1%
Puts
Pseudo strike
342.96
IV
47.2%
B/E move
2.6%

70Δ

Calls
Pseudo strike
301.98
IV
52.5%
B/E move
3.4%
Puts
Pseudo strike
348.85
IV
46.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
294.65
IV
53.8%
B/E move
2.7%
Puts
Pseudo strike
355.42
IV
45.8%
B/E move
1.5%

80Δ

Calls
Pseudo strike
286.23
IV
55.7%
B/E move
2.2%
Puts
Pseudo strike
362.82
IV
45.5%
B/E move
1.0%

Options history

No recorded observations