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

Previous-day view · Fri Sep 18 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

SNY / Comparative study

3 signals / 503 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -1.14
7.98
Mean
25.68
Window
-64.4%
ATM IV z -1.04
0.21
Mean
0.26
Window
-7.9%
IV Percentile z -1.68
2.38
Mean
50.82
Window
-94.2%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.95 0.81
ATM IV 0.95 1.00 0.86
IV Percent... 0.81 0.86 1.00
Source observations

Data inspector

1-50 of 503
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-18 42.48 7.98 0.21 2.38
2026-09-17 43.14 11.06 0.22 9.13
2026-09-16 42.59 10.61 0.21 6.75
2026-09-15 42.4 11.68 0.22 10.32
2026-09-14 43.33 10.31 0.21 5.98
2026-09-11 42.77 9.74 0.21 5.56
2026-09-10 42.72 9.04 0.21 3.57
2026-09-09 42.85 7.45 0.2 1.98
2026-09-08 43.16 10.94 0.22 5.95
2026-09-07 44.26 14.97 0.23 20.32
2026-09-04 44.24 11.04 0.22 6.35
2026-09-03 44.33 9.3 0.21 3.57
2026-09-02 44.47 10.76 0.22 4.76
2026-09-01 44.37 12.99 0.22 11.16
2026-08-31 44.36 15.47 0.23 22.4
2026-08-28 44.82 14.07 0.23 15.54
2026-08-27 44.84 14.74 0.23 17.13
2026-08-26 45.42 16.87 0.24 24.3
2026-08-25 46.02 18.18 0.24 28.69
2026-08-24 45.69 20.36 0.25 34.4
2026-08-21 45.85 19.51 0.24 31.47
2026-08-20 45.15 30.3 0.28 64.14
2026-08-19 45.83 15.59 0.23 21.51
2026-08-18 44.97 9.68 0.21 3.98
2026-08-17 44.41 13.16 0.22 12
2026-08-14 43.72 11 0.22 4.78
2026-08-13 43.78 12.46 0.22 8.37
2026-08-12 43.71 14.07 0.23 13.55
2026-08-11 43.56 16.17 0.23 19.92
2026-08-10 43.48 14.73 0.23 14.4
2026-08-07 43.46 16.37 0.23 20.32
2026-08-06 42.89 19.75 0.24 27.89
2026-08-05 42.78 24.18 0.26 47.41
2026-08-04 42.68 24.23 0.26 48.21
2026-08-03 42.95 20.74 0.25 39.2
2026-07-31 43.08 19.99 0.25 29.08
2026-07-30 42.89 32.85 0.29 66.14
2026-07-29 44.85 56.27 0.36 95.62
2026-07-28 45.54 44.02 0.32 89.24
2026-07-27 44 44.34 0.32 89.6
2026-07-24 43.35 38.37 0.3 80.88
2026-07-23 43.36 40.88 0.31 85.26
2026-07-22 43.79 43.04 0.32 88.45
2026-07-21 43.75 40.65 0.31 85.66
2026-07-20 43.98 39.24 0.31 83.2
2026-07-17 44.66 42.94 0.32 88.45
2026-07-16 44.21 36.97 0.3 80.48
2026-07-15 43.68 36.3 0.3 79.68
2026-07-14 43.18 37.54 0.3 81.27
2026-07-13 44 38.47 0.3 83.2