Sanofi (SNY)
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 Delta Exposure By Expiry
The total Delta Exposure (DEX) for SNY across all expirations shows -137,891.12 net shares that market makers must hedge, with 614,474.2 from calls and 752,365.32 from puts. The put-call delta ratio of 1.22 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 |
|---|---|---|---|---|
| Oct 17, 25 | 309,074.03 | -141,926.12 | 167,147.91 | 0.46 |
| Nov 21, 25 | 23,315.28 | -19,313.28 | 4,002 | 0.83 |
| Dec 19, 25 | 46,761.6 | -133,777.78 | -87,016.18 | 2.86 |
| Jan 16, 26 | 102,555.42 | -240,323.89 | -137,768.47 | 2.34 |
| Mar 20, 26 | 19,070.57 | -19,729.09 | -658.52 | 1.03 |
| Jun 18, 26 | 52,586.68 | -28,017.45 | 24,569.23 | 0.53 |
| Jan 15, 27 | 58,919.26 | -119,520.52 | -60,601.26 | 2.03 |
| Jan 21, 28 | 2,191.36 | -49,757.19 | -47,565.83 | 22.71 |