Sanofi (SNY) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

Sanofi

NASDAQ: SNY · Real-Time Price · USD
50.90
0.76 (1.52%)
At close: Oct 03, 2025, 3:59 PM
50.27
-1.24%
After-hours: Oct 03, 2025, 07:11 PM EDT

SNY Option Overview

Overview for all option chains of SNY. As of October 04, 2025, SNY options have an IV of 66.47% and an IV rank of 123.24%. The volume is 3,556 contracts, which is 121.28% of average daily volume of 2,932 contracts. The volume put-call ratio is 1.42, indicating a bearish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
66.47%
IV Rank
100%
Historical Volatility
38.56%
IV Low
28.25% on Jan 23, 2025
IV High
59.26% on Oct 03, 2025

Open Interest (OI)

Today's Open Interest
69,313
Put-Call Ratio
0.99
Put Open Interest
34,491
Call Open Interest
34,822
Open Interest Avg (30-day)
45,898
Today vs Open Interest Avg (30-day)
151.02%

Option Volume

Today's Volume
3,556
Put-Call Ratio
1.42
Put Volume
2,086
Call Volume
1,470
Volume Avg (30-day)
2,932
Today vs Volume Avg (30-day)
121.28%

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
Oct 17, 2025 1,066 690 0.65 14,877 8,354 0.56 66.47% 45
Nov 21, 2025 239 674 2.82 1,140 873 0.77 49.55% 47.5
Dec 19, 2025 43 210 4.88 2,821 5,074 1.8 40.41% 50
Jan 16, 2026 89 14 0.16 8,885 10,351 1.16 37.49% 50
Mar 20, 2026 11 203 18.45 805 1,080 1.34 35.93% 47.5
Jun 18, 2026 6 282 47 3,514 1,157 0.33 32.16% 57.5
Jan 15, 2027 15 8 0.53 2,680 5,544 2.07 27.73% 50
Jan 21, 2028 1 5 5 100 2,058 20.58 29% 52.5