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
Sanofi Greeks
Delta, Gamma, Theta, and Vega Greek Charts for SNY options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 30.00 | 0.7927 | 0.0149 | -0.323 | 0.0320 |
| 32.50 | 0.7633 | 0.0191 | -0.31 | 0.0352 |
| 35.00 | 0.7268 | 0.0246 | -0.299 | 0.0388 |
| 37.50 | 0.7472 | 0.0265 | -0.2269 | 0.0340 |
| 40.00 | 0.6973 | 0.0318 | -0.256 | 0.0370 |
| 42.50 | 0.6231 | 0.0604 | -0.2108 | 0.0445 |
| 45.00 | 0.5183 | 0.1273 | -0.1814 | 0.0522 |
| 47.50 | -0.4027 | 0.9428 | -0.1251 | 0.0493 |
| 50.00 | -0.6233 | 0.0555 | -0.0892 | 0.0352 |
| 52.50 | -0.8249 | 0.0514 | -0.0415 | 0.0239 |
| 55.00 | -0.9043 | 0.0324 | -0.0265 | 0.0157 |
| 57.50 | -0.9617 | 0.0164 | -0.0092 | 0.0077 |
| 60.00 | -0.9586 | 0.0142 | -0.0137 | 0.0082 |
| 65.00 | -0.9798 | 0.0069 | -0.0055 | 0.0045 |