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Sanofi American Depositary Shares (Each SNY 48.37 -0.09 -0.19%

Previous-day view · Fri Nov 13 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
ATM IV
0.278
Put Call Ratio (OI)
0.751
Put Call Ratio (Vol)
0.716
IV Rank
30.2
IV Percentile
69.5
Max pain
42.5

Delta exposure (2026-11-13)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
7.0
798.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-36.6
36.6
View values by strike
SNY · Delta exposure · 2026-11-13. Delta-weighted share equivalents.
StrikeCallsPuts
20.00 183 0
22.50 228 K -222
25.00 168 K -423
27.50 208 K -571
30.00 90.8 K -1.65 K
32.50 41.8 K -5.17 K
35.00 41.7 K -5.43 K
37.50 104 K -26.9 K
40.00 263 K -48.1 K
42.50 493 K -77.5 K
45.00 385 K -190 K
47.50 587 K -344 K
50.00 160 K -198 K
52.50 139 K -92.5 K
55.00 44.1 K -115 K
57.50 4.61 K -107 K
60.00 93.5 K -46.2 K
62.50 955 0
65.00 5.32 K -13 K
67.50 28.4 0
70.00 1.04 K 0
75.00 1.25 K 0