Sanofi SNY
$47.04 +$0.13 (+0.28%)
Market closed · Nov 7, 9:10 am ET · Last extended-hours $46.12 -1.96%
Open$45.63
Prev close$46.91
Day range$45.58 – $47.16
Volume3.90M
Market cap$112.71B
P/E (TTM)24.1
Dividend yield4.99%
Average implied volatility across the listed chain right now: 63%. Implied volatility measures how big a price swing the options market is pricing in — there is no fixed “normal” level, it varies a lot by stock.
Open interest by strike
Nearest listed expiry only. Calls above the line, puts below — clusters mark strikes where the market has built up the most open positions.
Implied volatility by strike
The “volatility smile”: strikes far from the current price often price in richer implied volatility than at-the-money strikes.
Calls
| Expiry | Strike | Last | Bid/Ask | Volume | Open interest | IV |
|---|---|---|---|---|---|---|
| 20 Nov 2026 | $47.50 | $0.73 | $0.70/$1.05 | 11 | 2,766 | 31% |
| 20 Nov 2026 | $45.00 | $2.57 | $2.35/$2.80 | 4 | 3,611 | 37% |
| 20 Nov 2026 | $50.00 | $0.22 | $0.20/$0.35 | 13 | 231 | 34% |
| 20 Nov 2026 | $42.50 | $4.79 | $4.40/$5.20 | 8 | 2,918 | 46% |
| 20 Nov 2026 | $52.50 | $0.06 | $0.00/$0.15 | 0 | 16 | 35% |
| 20 Nov 2026 | $40.00 | $7.05 | $6.80/$7.60 | 0 | 282 | 56% |
| 20 Nov 2026 | $55.00 | $0.01 | $0.00/$0.15 | 0 | 0 | 37% |
| 20 Nov 2026 | $37.50 | $9.50 | $9.30/$10.10 | 0 | 250 | 73% |
| 20 Nov 2026 | $35.00 | $11.96 | $11.80/$12.60 | 0 | 9 | 92% |
| 20 Nov 2026 | $60.00 | $0.00 | $0.00/$0.75 | 0 | 0 | 40% |
| 20 Nov 2026 | $32.50 | $14.44 | $12.60/$16.50 | 0 | 0 | 0% |
| 20 Nov 2026 | $30.00 | $16.93 | $15.10/$19.10 | 0 | 7 | 101% |
| 20 Nov 2026 | $27.50 | $19.42 | $17.60/$21.60 | 0 | 0 | 121% |
| 20 Nov 2026 | $25.00 | $21.91 | $20.10/$24.00 | 0 | 0 | 0% |
Puts
| Expiry | Strike | Last | Bid/Ask | Volume | Open interest | IV |
|---|---|---|---|---|---|---|
| 20 Nov 2026 | $47.50 | $1.45 | $1.20/$1.40 | 1,001 | 1,011 | 31% |
| 20 Nov 2026 | $45.00 | $0.40 | $0.30/$0.50 | 1,058 | 1,304 | 34% |
| 20 Nov 2026 | $50.00 | $3.31 | $2.85/$3.40 | 0 | 0 | 32% |
| 20 Nov 2026 | $42.50 | $0.20 | $0.05/$0.25 | 0 | 773 | 42% |
| 20 Nov 2026 | $52.50 | $5.63 | $5.10/$5.90 | 0 | 0 | 38% |
| 20 Nov 2026 | $40.00 | $0.08 | $0.00/$0.15 | 2 | 2,665 | 53% |
| 20 Nov 2026 | $55.00 | $8.09 | $7.50/$8.30 | 0 | 0 | 0% |
| 20 Nov 2026 | $37.50 | $0.08 | $0.00/$0.10 | 0 | 875 | 69% |
| 20 Nov 2026 | $35.00 | $0.04 | $0.00/$0.05 | 0 | 194 | 79% |
| 20 Nov 2026 | $60.00 | $13.09 | $11.40/$15.00 | 0 | 0 | 92% |
| 20 Nov 2026 | $32.50 | $0.02 | $0.00/$0.05 | 0 | 19 | 88% |
| 20 Nov 2026 | $30.00 | $0.01 | $0.00/$2.15 | 0 | 0 | 97% |
| 20 Nov 2026 | $27.50 | $0.01 | $0.00/$2.15 | 0 | 0 | 106% |
| 20 Nov 2026 | $25.00 | $0.00 | $0.00/$0.25 | 0 | 2 | 115% |
Open interest = contracts currently outstanding (not yet closed out). Higher open interest generally means a strike/expiry is more actively traded and easier to get in and out of.
No comments yet — be the first to weigh in on SNY.
Sign in to join the discussion.