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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

Gamma exposure (2026-11-10)

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}
10.0
801.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-36.8
36.8
View values by strike
SNY · Gamma exposure · 2026-11-10. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 24.3 0
22.50 78.7 K -649
25.00 26.1 K -1.39 K
27.50 35.8 K -1.92 K
30.00 19.5 K -6.28 K
32.50 11.5 K -21 K
35.00 15.7 K -22.3 K
37.50 46.9 K -133 K
40.00 167 K -279 K
42.50 446 K -432 K
45.00 1.15 M -862 K
47.50 1.96 M -856 K
50.00 555 K -314 K
52.50 607 K -120 K
55.00 139 K -132 K
57.50 20.3 K -104 K
60.00 367 K -38.5 K
62.50 6.53 K 0
65.00 14.7 K -7.29 K
67.50 175 0
70.00 3.73 K 0
75.00 3.95 K 0