Sanofi

NASDAQ: SNY · Real-Time Price · USD
49.77
0.73 (1.49%)
At close: Aug 15, 2025, 3:59 PM
49.77
-0.01%
After-hours: Aug 15, 2025, 04:10 PM EDT

SNY Option Overview

Overview for all option chains of SNY. As of August 15, 2025, SNY options have an IV of 229.86% and an IV rank of 496.9%. The volume is 3,831 contracts, which is 153.12% of average daily volume of 2,502 contracts. The volume put-call ratio is 7.71, indicating a bearish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
229.86%
IV Rank
496.9%
Historical Volatility
32.78%
IV Low
27.93% on Sep 18, 2024
IV High
68.57% on Aug 14, 2025

Open Interest (OI)

Today's Open Interest
50,954
Put-Call Ratio
0.51
Put Open Interest
17,311
Call Open Interest
33,643
Open Interest Avg (30-day)
37,657
Today vs Open Interest Avg (30-day)
135.31%

Option Volume

Today's Volume
3,831
Put-Call Ratio
7.71
Put Volume
3,391
Call Volume
440
Volume Avg (30-day)
2,502
Today vs Volume Avg (30-day)
153.12%

Option Chain Statistics

This table provides a comprehensive overview of all SNY options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Aug 15, 2025 51 54 1.06 14,479 2,906 0.2 229.86% 47.5
Sep 19, 2025 163 2,245 13.77 7,886 4,874 0.62 36.09% 47.5
Oct 17, 2025 105 0 0 0 0 0 39.44% 30
Dec 19, 2025 80 56 0.7 1,450 3,153 2.17 29.25% 52.5
Jan 16, 2026 31 1,036 33.42 8,102 3,422 0.42 30.86% 50
Mar 20, 2026 0 0 0 60 30 0.5 29.37% 42.5
Jun 18, 2026 0 0 0 134 371 2.77 30.14% 47.5
Jan 15, 2027 10 0 0 1,532 2,555 1.67 26.24% 55