Sanofi (SNY)
NASDAQ: SNY
· Real-Time Price · USD
49.77
0.73 (1.49%)
At close: Aug 15, 2025, 3:59 PM
49.75
-0.05%
After-hours: Aug 15, 2025, 07:35 PM EDT
SNY Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for SNY across all expirations is 64.47 shares per 1% move, with 39,018.72 from calls and 38,954.25 from puts. The put-call GEX ratio of 1.00 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Jan 16, 26 expiration with 5,585.08 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.
SNY GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 19,282.78 | -21,345.13 | -2,062.35 | 1.11 |
| Oct 17, 25 | 422.52 | 0 | 422.52 | 0.00 |
| Dec 19, 25 | 3,079.01 | -6,735.56 | -3,656.55 | 2.19 |
| Jan 16, 26 | 13,566.99 | -7,981.91 | 5,585.08 | 0.59 |
| Mar 20, 26 | 113.69 | -37.55 | 76.14 | 0.33 |
| Jun 18, 26 | 158.65 | -317.38 | -158.73 | 2.00 |
| Jan 15, 27 | 2,395.08 | -2,536.72 | -141.64 | 1.06 |