Krystal Biotech, Inc. (KRYS) Options History
Historical options analytics archive for KRYS with monthly max pain, implied volatility, gamma exposure, and put/call data.
76 months of complete options data available.
KRYS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for KRYS. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 16 | 40.5% | 17.2% | $320.00 | $987.7K | -$78.7M | 0.78 |
| 2026-05 | 18 | 41.4% | 17.7% | $300.00 | $1.8M | -$41.6M | 1.32 |
| 2026-04 | 18 | 54.7% | 47.0% | $260.00 | $237.3K | -$13.0M | 0.94 |
| 2026-03 | 21 | 47.5% | 30.3% | $260.00 | $1.8M | -$28.7M | 1.01 |
| 2026-02 | 19 | 50.2% | 31.3% | $270.00 | $1.7M | -$34.7M | 0.95 |
| 2026-01 | 20 | 46.9% | 22.2% | $220.00 | $2.0M | -$52.8M | 1.43 |
This archive aggregates KRYS's daily end-of-day options snapshots into monthly summaries, spanning 2020-03 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how KRYS option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 40.5%, a month-end max-pain strike around $320.00, an average put/call ratio of 0.78.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked KRYS history questions
- How much options history is available for KRYS?
- This archive holds 76 months of KRYS options analytics, spanning 2020-03 through 2026-06. Each entry is a monthly rollup of KRYS's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the KRYS archive.
- What data does each monthly KRYS aggregate contain?
- Every monthly row summarizes that month of KRYS option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 40.5%, an average IV rank of 17.2%, a month-end max-pain strike around $320.00, an average put/call ratio of 0.78.
- How is the KRYS options-history archive built and how often does it update?
- The archive is derived from KRYS's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how KRYS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.