KRYS · Expected Move

Krystal Biotech, Inc. Common Stock

The expected move for KRYS is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

KRYS straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current KRYS Expected Move
30-Day Straddle
$31.50
7-Day Straddle
$16.65
30-Day ATM IV
39.5%
IV Rank
19%
Implied one-standard-deviation move through the next 30 days. Compare to KRYS's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
KRYS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261110 $31.50 $16.65 39.5% 19%
20261109 $32.30 $18.45 40.7% 24%
20261106 $33.20 $19.85 41.1% 25%
20261105 $34.35 $21.60 42.6% 32%
20261104 $21.00 $21.00 39.3% 18%
20261103 $22.15 $22.15 40.0% 21%
20261102 $23.35 $23.35 42.3% 31%
20261030 $34.05 $34.05 50.2% 64%
20261029 $33.25 $33.25 49.0% 59%
20261028 $33.60 $33.60 49.7% 62%
20261027 $33.35 $33.35 49.6% 61%
20261026 $33.70 $33.70 49.4% 60%
20261023 $33.60 $33.60 48.2% 55%
20261022 $35.35 $35.35 49.1% 59%
20261021 $35.30 $35.30 47.6% 53%
20261020 $35.90 $35.90 47.0% 50%
20261019 $35.40 $35.40 47.0% 50%
20261016 $38.20 $4.20 48.7% 57%
20261015 $40.10 $7.38 48.8% 58%
20261014 $40.35 $10.15 48.2% 55%
20261013 $40.65 $10.55 49.1% 59%
20261012 $41.60 $11.62 47.9% 54%
20261009 $42.85 $13.50 46.9% 50%
20261008 $41.30 $14.45 45.3% 43%
20261007 $42.85 $15.25 46.7% 49%
20261006 $45.15 $16.90 47.7% 53%
20261005 $47.15 $18.05 47.3% 52%
20261002 $18.35 $18.35 45.2% 43%
20261001 $19.95 $19.95 45.6% 44%
20260930 $22.20 $22.20 45.7% 45%
20260929 $23.75 $23.75 45.8% 45%
20260928 $25.25 $25.25 46.3% 48%
20260925 $25.25 $25.25 42.6% 32%
20260924 $26.50 $26.50 42.5% 32%
20260923 $26.45 $26.45 42.3% 30%
20260922 $27.95 $27.95 41.7% 32%
20260921 $26.45 $26.45 40.0% 25%
20260918 $27.45 $4.62 36.4% 10%
20260917 $28.60 $7.62 37.4% 14%
20260916 $30.10 $10.20 38.6% 19%
20260915 $30.70 $12.75 38.9% 20%
20260914 $31.00 $12.85 38.8% 20%
20260911 $33.35 $16.10 38.6% 19%
20260910 $34.75 $18.10 39.8% 24%
20260909 $35.70 $18.80 40.3% 26%
20260908 $38.10 $21.10 42.4% 35%
20260904 $39.90 $22.35 40.6% 27%
20260903 $40.25 $23.95 39.6% 23%
20260902 $25.10 $25.10 40.3% 26%
20260901 $26.00 $26.00 40.7% 27%
20260831 $26.45 $26.45 41.1% 29%
20260828 $26.55 $26.55 39.7% 24%
20260827 $26.90 $26.90 39.2% 21%
20260826 $29.00 $29.00 40.5% 27%
20260825 $28.75 $28.75 38.8% 20%
20260824 $27.10 $27.10 38.6% 19%
20260821 $29.55 $4.10 38.3% 18%
20260820 $28.95 $7.95 37.7% 16%
20260819 $30.45 $10.55 38.8% 20%
20260818 $27.70 $10.82 35.4% 6%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.