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Sanofi American Depositary Shares (Each SNY 42.48 -0.66 -1.53%

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ATM IV
0.206
Put Call Ratio (OI)
0.902
Put Call Ratio (Vol)
0.153
IV Rank
7.98
IV Percentile
2.38
Max Pain
45

Delta exposure (2026-09-18)

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}
0.0
854.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-42.5
42.5