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 Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for SNY across all expirations is -105,387.94 shares per 1% move, with 60,860.03 from calls and 166,247.97 from puts. The put-call GEX ratio of 2.73 indicates heavy put positioning, suggesting market makers may need to buy shares on declines (supportive) and sell on rallies (resistance).
SNY GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Oct 17, 25 | 34,444.53 | -102,963.78 | -68,519.25 | 2.99 |
Nov 21, 25 | 2,192.94 | -5,729.5 | -3,536.56 | 2.61 |
Dec 19, 25 | 4,513.78 | -14,875.34 | -10,361.56 | 3.30 |
Jan 16, 26 | 11,224.76 | -26,589.21 | -15,364.45 | 2.37 |
Mar 20, 26 | 1,076.49 | -3,091.54 | -2,015.05 | 2.87 |
Jun 18, 26 | 4,547.69 | -1,559.97 | 2,987.72 | 0.34 |
Jan 15, 27 | 2,784.25 | -8,474.07 | -5,689.82 | 3.04 |
Jan 21, 28 | 75.59 | -2,964.56 | -2,888.97 | 39.22 |