Sanofi SA

SNY · NYSE

$41.60−$0.36 (−0.86%)TodayMarket closed · Oct 23, 7:43 PM ET

Prev close $41.96

SNY options chain

Calls and puts around the current price

By Fri, Nov 20 options price a move of ±$2.90 (7.0%), between $38.63 and $44.43.

At-the-money implied volatility: 30.0%
Put/call open interest: 0.55
Total open interest: 11.46K
Underlying price: $41.53

SNY options expiring Nov 20, 2026: calls on the left, puts on the right. Calls below $41.53 and puts above it are in the money.
Calls		Calls					Puts
Open int.	IV	Ask	Bid	Strike	Bid	Ask	IV	Open int.
0	65.6%	$9.60	$8.90	32.5	$0.00	$0.15	52.3%	19
9	49.6%	$7.10	$6.40	35	$0.00	$0.20	41.2%	126
251	41.4%	$4.80	$4.10	37.5	$0.15	$0.30	32.3%	826
280	36.1%	$2.60	$2.30	40	$0.60	$0.80	29.0%	2.61K
SNY $41.53
3.57K	32.4%	$1.15	$0.95	42.5	$1.75	$1.95	27.5%	438
2.74K	32.9%	$0.50	$0.30	45	$3.40	$4.00	25.4%	16
492	33.6%	$0.20	$0.05	47.5	$5.70	$6.40	26.6%	18
64	40.5%	$2.60	$0.00	50	$7.90	$8.80	—	0

Volatility smile

Implied volatility by strike for Fri, Nov 20, calls and puts averaged.

Unusual options activity

The latest large trades, newest first

Unusual SNY options trades
Contract	Trade	Contracts	Premium	Sentiment	Time
SNY 40P Nov 20	Large	1,000	$107.00K	neutral	Oct 15, 11:10 AM ET
SNY 22.5C Jan 21	Block	66	$119.46K	bullish	Oct 2, 11:06 AM ET
SNY 25C Jan 19	Block	66	$105.60K	bearish	Oct 2, 10:34 AM ET
SNY 35C Dec 17	Large	200	$168.60K	neutral	Sep 30, 9:45 AM ET
SNY 45C Jan 21	Large	412	$160.68K	bullish	Sep 23, 9:31 AM ET
SNY 27.5C Jan 21	Block	152	$244.72K	neutral	Sep 22, 3:08 PM ET
SNY 45P Mar 19	Large	410	$110.70K	bullish	Aug 20, 9:35 AM ET

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