KRYS Moves

Krystal Biotech KRYS 300.25 -10.59 -3.41%

Previous-day view · Thu Nov 5 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

November 05, 2026 close · $300.25

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.0% ±$5.85	$294.40 – $306.10	$293.19 – $307.31	$287.67 – $312.83
2 sessions	±2.7% ±$8.17	$292.08 – $308.42	$290.37 – $310.13	$282.66 – $317.84
3 sessions	±3.4% ±$10.27	$289.98 – $310.52	$288.00 – $312.50	$278.36 – $322.14
1 week	±4.3% ±$13.06	$287.19 – $313.31	$284.28 – $316.22	$272.42 – $328.08
2 weeks	±6.1% ±$18.32	$281.93 – $318.57	$277.58 – $322.92	$261.13 – $339.37
3 weeks	±7.4% ±$22.34	$277.91 – $322.59	$272.45 – $328.05	$253.02 – $347.48
1 month	±8.8% ±$26.30	$273.95 – $326.55	$267.43 – $333.07	$244.49 – $356.01

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. 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

±10.92%

Average actual move

12.10%

Beyond the implied move

3 / 4

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×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →