Sanofi (SNY)
55.78
0.87 (1.58%)
At close: Mar 28, 2025, 3:57 PM
57.69
3.42%
After-hours: Mar 28, 2025, 07:46 PM EDT
Volatility Exposure
Sanofi has experienced an average implied
volatility of 0.25 and an average realized volatility of 0.20.
Volatility History
| Date | % Change | P/C | Total OI | % OI Change | Implied Volatility | Realized Vol. | Vol. Spread |
|---|---|---|---|---|---|---|---|
| 03/28/25 | -0.04% | 2.33 | 23.51K | +0.18% | 0.23 | n/a | n/a |
| 03/27/25 | +0.26% | 0.11 | 23.47K | -3.02% | 0.27 | n/a | n/a |
| 03/26/25 | +0.24% | 60.45 | 24.2K | +23.25% | 0.26 | n/a | n/a |
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