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Sanofi ADS SNY

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Market datapartial · fetched 2026-10-22T23:24:14.315Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:04:45.637031846Z

FundamentalsAlpha Vantage · unavailable

Share price$41.50
1D+1.2%
AH$40.89$41.22$41.54$41.87$42.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNY
Sold putSold callAH

Sanofi ADS options

Live interpolated SNY call and put midpoint premiums by absolute delta.Sanofi ADS$0.27$1.58$2.90$4.21$5.52$36.98$39.53$42.08$44.63$47.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNY spot · $41.50SNY PRICE$0.53$0.60$0.78$0.96$1.14$1.36$1.70$2.04$2.38$2.72$3.42$4.20$5.14$0.41$0.53$0.65$0.81$0.97$1.13$1.29$1.45$1.60
PutsCheap0.88×
CallsExpensive1.32×
SkewBullish-13.44 pp
Implied moveBullish±$2.99
TiltBullish50.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.7750.2%18.8%38.6930.2%7.8%
25Δ44.7635.1%9.3%39.4029.0%6.3%
30Δ44.1635.2%8.3%40.0627.8%5.0%
35Δ43.5635.3%7.3%40.4627.2%4.5%
40Δ42.9535.4%6.2%40.8626.6%3.9%
45Δ42.3635.8%5.3%41.2626.0%3.3%
50Δ41.7936.9%4.8%41.6525.4%2.7%
55Δ41.2338.0%4.3%42.0524.8%2.2%
60Δ40.6639.2%3.7%42.4524.2%1.6%
65Δ40.0940.3%3.2%
70Δ39.2243.4%2.8%
75Δ38.2846.9%2.4%
80Δ37.1951.5%2.0%

20Δ

Calls
Pseudo strike
48.77
IV
50.2%
B/E move
18.8%
Puts
Pseudo strike
38.69
IV
30.2%
B/E move
7.8%

25Δ

Calls
Pseudo strike
44.76
IV
35.1%
B/E move
9.3%
Puts
Pseudo strike
39.40
IV
29.0%
B/E move
6.3%

30Δ

Calls
Pseudo strike
44.16
IV
35.2%
B/E move
8.3%
Puts
Pseudo strike
40.06
IV
27.8%
B/E move
5.0%

35Δ

Calls
Pseudo strike
43.56
IV
35.3%
B/E move
7.3%
Puts
Pseudo strike
40.46
IV
27.2%
B/E move
4.5%

40Δ

Calls
Pseudo strike
42.95
IV
35.4%
B/E move
6.2%
Puts
Pseudo strike
40.86
IV
26.6%
B/E move
3.9%

45Δ

Calls
Pseudo strike
42.36
IV
35.8%
B/E move
5.3%
Puts
Pseudo strike
41.26
IV
26.0%
B/E move
3.3%

50Δ

Calls
Pseudo strike
41.79
IV
36.9%
B/E move
4.8%
Puts
Pseudo strike
41.65
IV
25.4%
B/E move
2.7%

55Δ

Calls
Pseudo strike
41.23
IV
38.0%
B/E move
4.3%
Puts
Pseudo strike
42.05
IV
24.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
40.66
IV
39.2%
B/E move
3.7%
Puts
Pseudo strike
42.45
IV
24.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
40.09
IV
40.3%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
39.22
IV
43.4%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
38.28
IV
46.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
37.19
IV
51.5%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations