Sanofi (SNY) Gamma Exposure by Expiry | GEX Expiration Analysis - 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 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