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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

Gamma exposure (2026-11-13)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
7.0
798.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-36.6
36.6
View values by strike
SNY · Gamma exposure · 2026-11-13. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 22.9 0
22.50 31.4 K -630
25.00 26 K -1.38 K
27.50 36.3 K -1.91 K
30.00 18.6 K -6.21 K
32.50 11.2 K -20.7 K
35.00 15.9 K -21.4 K
37.50 47.9 K -126 K
40.00 157 K -269 K
42.50 337 K -427 K
45.00 602 K -919 K
47.50 2.36 M -1.42 M
50.00 621 K -320 K
52.50 657 K -109 K
55.00 180 K -115 K
57.50 20.8 K -94.1 K
60.00 362 K -35.5 K
62.50 6.65 K 0
65.00 16.3 K -7.4 K
67.50 177 0
70.00 3.54 K 0
75.00 4.01 K 0