Sanofi (SNY)
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 Delta Exposure By Expiry
The total Delta Exposure (DEX) for SNY across all expirations shows -573,260.38 net shares that market makers must hedge, with 250,317.55 from calls and 823,577.93 from puts. The put-call delta ratio of 3.29 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
SNY DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 87,374.72 | -385,444.39 | -298,069.67 | 4.41 |
| Oct 17, 25 | 46,200.38 | -70,047.85 | -23,847.47 | 1.52 |
| Dec 19, 25 | 28,707.23 | -89,465.34 | -60,758.11 | 3.12 |
| Jan 16, 26 | 53,508.98 | -180,563.41 | -127,054.43 | 3.37 |
| Mar 20, 26 | 2,775.83 | -2,718.94 | 56.89 | 0.98 |
| Jun 18, 26 | 2,579.05 | -10,634.34 | -8,055.29 | 4.12 |
| Jan 15, 27 | 29,171.36 | -84,703.66 | -55,532.3 | 2.90 |