Krystal Biotech Inc. (KRYS)
NASDAQ: KRYS
· Real-Time Price · USD
150.42
0.09 (0.06%)
At close: Aug 15, 2025, 3:59 PM
147.27
-2.09%
After-hours: Aug 15, 2025, 07:11 PM EDT
KRYS Delta Exposure By Expiry
The total Delta Exposure (DEX) for KRYS across all expirations shows 74,884.21 net shares that market makers must hedge, with 180,528.93 from calls and 105,644.72 from puts. The put-call delta ratio of 0.59 suggests neutral market maker positioning. The largest delta concentration at Sep 19, 25 with 98,063.38 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
KRYS DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 102,196.03 | -4,132.65 | 98,063.38 | 0.04 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 42,249.17 | -5,815.6 | 36,433.57 | 0.14 |
| Dec 19, 25 | 32,222.1 | -95,113.65 | -62,891.55 | 2.95 |
| Feb 20, 26 | 3,861.63 | -582.82 | 3,278.81 | 0.15 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |