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Sanofi American Depositary Shares (Each SNY 48.23 0.11 0.23%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
SNY / Comparative study
3 signals / 490 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 1.03
39.89
Mean
24.86
Window
+118.8%
ATM IV
z 0.96
0.31
Mean
0.26
Window
+47.7%
IV Percentile
z 1.21
85.83
Mean
50.85
Window
+283.2%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.96 | 0.82 |
| ATM IV | 0.96 | 1.00 | 0.86 |
| IV Percent... | 0.82 | 0.86 | 1.00 |
Source observations
Data inspector
1-50 of 490
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-10 | 48.23 | 39.89 | 0.31 | 85.83 |
| 2026-11-09 | 48.12 | 42.94 | 0.32 | 89.84 |
| 2026-11-06 | 47.04 | 32.9 | 0.29 | 75.71 |
| 2026-11-05 | 46.91 | 34.45 | 0.29 | 78.54 |
| 2026-11-04 | 47.47 | 31.07 | 0.28 | 73.83 |
| 2026-11-03 | 45.33 | 30.41 | 0.28 | 73.05 |
| 2026-11-02 | 45.55 | 34.94 | 0.29 | 80 |
| 2026-10-30 | 44.34 | 42.52 | 0.32 | 89.41 |
| 2026-10-29 | 43.13 | 53.04 | 0.35 | 96.06 |
| 2026-10-28 | 42.24 | 48.78 | 0.34 | 94.47 |
| 2026-10-27 | 41.89 | 44.68 | 0.32 | 92.89 |
| 2026-10-26 | 41.79 | 45.66 | 0.33 | 93.25 |
| 2026-10-23 | 41.6 | 39.2 | 0.31 | 86.56 |
| 2026-10-22 | 41.96 | 40.34 | 0.31 | 88.54 |
| 2026-10-21 | 40.97 | 34.6 | 0.29 | 81.03 |
| 2026-10-20 | 41.4 | 40.13 | 0.31 | 88.14 |
| 2026-10-19 | 39.57 | 27.3 | 0.27 | 70.24 |
| 2026-10-15 | 40.29 | 29.29 | 0.27 | 72.73 |
| 2026-10-14 | 39.77 | 26.98 | 0.27 | 68.77 |
| 2026-10-13 | 39.12 | 22.87 | 0.25 | 57.71 |
| 2026-10-12 | 39.74 | 25.23 | 0.26 | 63.49 |
| 2026-10-09 | 40.07 | 28.38 | 0.27 | 70.36 |
| 2026-10-08 | 40.23 | 26.26 | 0.27 | 66.4 |
| 2026-10-07 | 40.2 | 28.03 | 0.27 | 68.38 |
| 2026-10-06 | 39.56 | 23.3 | 0.26 | 59.29 |
| 2026-10-05 | 39.51 | 29.23 | 0.27 | 69.84 |
| 2026-10-02 | 39.92 | 25.51 | 0.26 | 63.24 |
| 2026-10-01 | 40.67 | 26.05 | 0.26 | 64.43 |
| 2026-09-30 | 41.23 | 24.08 | 0.26 | 60.08 |
| 2026-09-29 | 40.74 | 15.72 | 0.23 | 30.43 |
| 2026-09-28 | 41.18 | 16.14 | 0.23 | 30.95 |
| 2026-09-25 | 41.11 | 13.74 | 0.22 | 20.55 |
| 2026-09-24 | 40.94 | 15.2 | 0.23 | 25.79 |
| 2026-09-23 | 41.66 | 8.97 | 0.21 | 3.97 |
| 2026-09-22 | 42.51 | 12.93 | 0.22 | 16.27 |
| 2026-09-21 | 42.5 | 9.79 | 0.21 | 6.37 |
| 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 |
| 2026-09-04 | 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 |