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Sanofi American Depositary Shares (Each SNY 48.23 0.11 0.23%

Previous-day view · Tue Nov 10 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
0.309
Put Call Ratio (OI)
0.719
Put Call Ratio (Vol)
1.94
IV Rank
39.9
IV Percentile
85.8
Max pain
42.5

Delta exposure (2026-11-10)

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}
10.0
801.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-36.8
36.8
View values by strike
SNY · Delta exposure · 2026-11-10. Delta-weighted share equivalents.
StrikeCallsPuts
20.00 184 0
22.50 575 K -233
25.00 167 K -426
27.50 202 K -575
30.00 90 K -1.67 K
32.50 41.4 K -5.27 K
35.00 41.6 K -5.79 K
37.50 103 K -31.1 K
40.00 257 K -50.3 K
42.50 465 K -79.4 K
45.00 665 K -192 K
47.50 555 K -267 K
50.00 158 K -200 K
52.50 139 K -94.9 K
55.00 32.1 K -124 K
57.50 4.67 K -116 K
60.00 96.1 K -50.3 K
62.50 950 0
65.00 4.59 K -13 K
67.50 28.3 0
70.00 1.09 K 0
75.00 1.24 K 0