Sanofi (SNY)
NASDAQ: SNY
· Real-Time Price · USD
47.45
0.65 (1.39%)
At close: Sep 09, 2025, 3:59 PM
47.48
0.06%
Pre-market: Sep 10, 2025, 08:40 AM EDT
SNY Option Overview
Overview for all option chains of SNY. As of September 10, 2025, SNY options have an IV of 74.59% and an IV rank of 213.04%. The volume is 645 contracts, which is 21.51% of average daily volume of 2,999 contracts. The volume put-call ratio is 1.61, indicating a bearish sentiment in the market.
Implied Volatility
Implied Volatility (30d)
74.59%IV Rank
213.04%Historical Volatility
42.71%IV Low
27.93% on Sep 18, 2024IV High
49.83% on Aug 29, 2025Open Interest (OI)
Today's Open Interest
63,496Put-Call Ratio
1.22Put Open Interest
34,841Call Open Interest
28,655Open Interest Avg (30-day)
48,541Today vs Open Interest Avg (30-day)
130.81%Option Volume
Today's Volume
645Put-Call Ratio
1.61Put Volume
398Call Volume
247Volume Avg (30-day)
2,999Today vs Volume Avg (30-day)
21.51%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 |
| Sep 19, 2025 | 91 | 115 | 1.26 | 12,968 | 15,903 | 1.23 | 74.59% | 50 |
| Oct 17, 2025 | 58 | 47 | 0.81 | 3,362 | 2,529 | 0.75 | 33.47% | 50 |
| Dec 19, 2025 | 75 | 70 | 0.93 | 2,085 | 3,941 | 1.89 | 31.47% | 50 |
| Jan 16, 2026 | 5 | 32 | 6.4 | 8,079 | 7,472 | 0.92 | 36.23% | 50 |
| Mar 20, 2026 | 1 | 25 | 25 | 180 | 116 | 0.64 | 29.68% | 52.5 |
| Jun 18, 2026 | 3 | 12 | 4 | 222 | 656 | 2.95 | 29.58% | 52.5 |
| Jan 15, 2027 | 14 | 97 | 6.93 | 1,759 | 4,224 | 2.4 | 26.42% | 52.5 |