Sanofi (SNY) Delta Exposure Analysis | DEX Options Flow & Market Impact - Stocknear

Sanofi

NASDAQ: SNY · Real-Time Price · USD
47.16
-0.29 (-0.61%)
At close: Sep 10, 2025, 3:59 PM
47.47
0.66%
After-hours: Sep 10, 2025, 07:34 PM EDT

SNY Daily Delta Exposure

SNY's current Delta Exposure (DEX) is -573.26K shares, which is 317% larger than the 3M average of -137.6K shares. During this period, DEX ranged from -896.71K on Sep 4, 2025 to 44.13K on Aug 19, 2025, swinging between net long and short dealer positioning.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Sep 9, 2025 250,317.55 -823,577.93 -573,260.38 3.29
Sep 8, 2025 222,683.64 -890,816.34 -668,132.7 4.00
Sep 5, 2025 239,279.67 -900,641.93 -661,362.26 3.76

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