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Krystal Biotech, Inc. Common Stock KRYS

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Market datapartial · fetched 2026-10-22T16:44:28.303Z

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 · 2026-10-22T16:43:51.579034861Z

FundamentalsAlpha Vantage · unavailable

Share price$319.22
1D-0.7%
$319$321$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$3.45$14.81$26.18$37.54$48.91$263.56$291.65$319.75$347.85$375.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KRYS spot · $319.22KRYS PRICE$4.68$6.25$7.96$9.81$11.96$14.22$16.64$19.29$22.29$26.00$30.13$35.46$41.47$5.98$7.82$9.49$11.74$14.09$16.62$19.49$22.59$25.78$28.99$33.69$39.03$45.63
PutsExpensive1.28×
CallsExpensive1.41×
SkewBullish-1.18 pp
Implied moveBearish±$36.13
TiltBearish6.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ363.8349.5%15.4%284.3054.9%12.8%
25Δ355.4849.5%13.3%292.2053.9%10.9%
30Δ348.1649.7%11.6%299.9751.3%9.0%
35Δ341.4349.8%10.0%306.0550.8%7.8%
40Δ335.3050.2%8.8%311.9950.3%6.7%
45Δ329.3550.6%7.6%317.6949.8%5.7%
50Δ323.5150.3%6.6%323.3449.4%4.8%
55Δ317.7350.2%5.6%328.9849.1%4.0%
60Δ312.0150.4%4.7%334.4948.1%3.3%
65Δ305.9651.1%4.0%339.9847.0%2.6%
70Δ299.6852.1%3.3%346.4347.0%2.0%
75Δ292.4353.4%2.7%353.4247.0%1.5%
80Δ284.5554.4%2.1%361.5247.2%1.0%

20Δ

Calls
Pseudo strike
363.83
IV
49.5%
B/E move
15.4%
Puts
Pseudo strike
284.30
IV
54.9%
B/E move
12.8%

25Δ

Calls
Pseudo strike
355.48
IV
49.5%
B/E move
13.3%
Puts
Pseudo strike
292.20
IV
53.9%
B/E move
10.9%

30Δ

Calls
Pseudo strike
348.16
IV
49.7%
B/E move
11.6%
Puts
Pseudo strike
299.97
IV
51.3%
B/E move
9.0%

35Δ

Calls
Pseudo strike
341.43
IV
49.8%
B/E move
10.0%
Puts
Pseudo strike
306.05
IV
50.8%
B/E move
7.8%

40Δ

Calls
Pseudo strike
335.30
IV
50.2%
B/E move
8.8%
Puts
Pseudo strike
311.99
IV
50.3%
B/E move
6.7%

45Δ

Calls
Pseudo strike
329.35
IV
50.6%
B/E move
7.6%
Puts
Pseudo strike
317.69
IV
49.8%
B/E move
5.7%

50Δ

Calls
Pseudo strike
323.51
IV
50.3%
B/E move
6.6%
Puts
Pseudo strike
323.34
IV
49.4%
B/E move
4.8%

55Δ

Calls
Pseudo strike
317.73
IV
50.2%
B/E move
5.6%
Puts
Pseudo strike
328.98
IV
49.1%
B/E move
4.0%

60Δ

Calls
Pseudo strike
312.01
IV
50.4%
B/E move
4.7%
Puts
Pseudo strike
334.49
IV
48.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
305.96
IV
51.1%
B/E move
4.0%
Puts
Pseudo strike
339.98
IV
47.0%
B/E move
2.6%

70Δ

Calls
Pseudo strike
299.68
IV
52.1%
B/E move
3.3%
Puts
Pseudo strike
346.43
IV
47.0%
B/E move
2.0%

75Δ

Calls
Pseudo strike
292.43
IV
53.4%
B/E move
2.7%
Puts
Pseudo strike
353.42
IV
47.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
284.55
IV
54.4%
B/E move
2.1%
Puts
Pseudo strike
361.52
IV
47.2%
B/E move
1.0%

Options history

No recorded observations