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Krystal Biotech KRYS 332.29 7.74 2.38%

Previous-day view · Fri Oct 30 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

October 30, 2026 close · $333.34
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±5.5% ±$18.37 $314.97 – $351.71 $310.34 – $356.34 $293.31 – $373.37
2 sessions Earnings ±6.1% ±$20.37 $312.97 – $353.71 $307.97 – $358.71 $289.21 – $377.47
3 sessions Earnings ±6.7% ±$22.23 $311.11 – $355.57 $305.97 – $360.71 $285.61 – $381.07
1 week Earnings ±7.4% ±$24.57 $308.77 – $357.91 $302.84 – $363.84 $281.71 – $384.97
2 weeks Earnings ±8.7% ±$29.07 $304.27 – $362.41 $297.44 – $369.24 $272.07 – $394.61
3 weeks Earnings ±9.8% ±$32.77 $300.57 – $366.11 $292.77 – $373.91 $264.51 – $402.17
1 month Earnings ±11.0% ±$36.60 $296.74 – $369.94 $287.91 – $378.77 $256.37 – $410.31
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. KRYS reports in 1 session; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±11.49%
Average actual move
10.31%
Beyond the implied move
3 / 5
Reaction session Implied Actual Used ATM IV before → after
May 04, 2026 ±9.94% +7.86% 0.79× —
August 04, 2025 ±11.08% -14.04% 1.27× —
May 06, 2025 ±10.72% -14.06% 1.31× —
February 19, 2025 ±11.93% +12.43% 1.04× —
November 04, 2024 ±13.78% -3.14% 0.23× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →