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Sanofi ADS SNY

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Market datapartial · fetched 2026-10-23T15:55:49.845Z

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 · 2026-10-23T15:55:34.428353259Z

FundamentalsAlpha Vantage · unavailable

Share price$41.47
1D-0.5%
$41.31$41.41$41.52$41.62$41.735:30 AM6:30 AM9:00 AM1:00 PMSNY
Sold putSold call

Sanofi ADS options

Live interpolated SNY call and put midpoint premiums by absolute delta.Sanofi ADS$0.29$1.26$2.22$3.18$4.14$36.91$39.18$41.45$43.73$46.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNY spot · $41.47SNY PRICE$0.40$0.54$0.69$0.83$0.97$1.18$1.43$1.67$1.92$2.16$2.48$3.02$3.57$0.46$0.60$0.74$0.94$1.16$1.38$1.60$1.81$2.11$2.54$2.97$3.40$3.87
PutsExpensive1.09×
CallsExpensive1.06×
SkewBearish+0.30 pp
Implied moveBearish±$3.02
TiltBearish6.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.0332.3%9.5%38.5033.0%8.3%
25Δ44.4431.9%8.5%39.1632.5%7.0%
30Δ43.8631.6%7.4%39.8332.0%5.7%
35Δ43.2831.3%6.4%40.3431.8%5.0%
40Δ42.7031.0%5.3%40.8131.7%4.4%
45Δ42.2031.0%4.6%41.2831.6%3.8%
50Δ41.7431.1%4.1%41.7531.5%3.2%
55Δ41.2831.2%3.6%42.2131.5%2.6%
60Δ40.8231.3%3.0%42.7231.5%2.1%
65Δ40.3631.4%2.5%43.3031.7%1.7%
70Δ39.8431.7%2.0%43.8832.0%1.4%
75Δ39.1632.5%1.7%44.4532.2%1.0%
80Δ38.4733.4%1.4%45.0732.5%0.6%

20Δ

Calls
Pseudo strike
45.03
IV
32.3%
B/E move
9.5%
Puts
Pseudo strike
38.50
IV
33.0%
B/E move
8.3%

25Δ

Calls
Pseudo strike
44.44
IV
31.9%
B/E move
8.5%
Puts
Pseudo strike
39.16
IV
32.5%
B/E move
7.0%

30Δ

Calls
Pseudo strike
43.86
IV
31.6%
B/E move
7.4%
Puts
Pseudo strike
39.83
IV
32.0%
B/E move
5.7%

35Δ

Calls
Pseudo strike
43.28
IV
31.3%
B/E move
6.4%
Puts
Pseudo strike
40.34
IV
31.8%
B/E move
5.0%

40Δ

Calls
Pseudo strike
42.70
IV
31.0%
B/E move
5.3%
Puts
Pseudo strike
40.81
IV
31.7%
B/E move
4.4%

45Δ

Calls
Pseudo strike
42.20
IV
31.0%
B/E move
4.6%
Puts
Pseudo strike
41.28
IV
31.6%
B/E move
3.8%

50Δ

Calls
Pseudo strike
41.74
IV
31.1%
B/E move
4.1%
Puts
Pseudo strike
41.75
IV
31.5%
B/E move
3.2%

55Δ

Calls
Pseudo strike
41.28
IV
31.2%
B/E move
3.6%
Puts
Pseudo strike
42.21
IV
31.5%
B/E move
2.6%

60Δ

Calls
Pseudo strike
40.82
IV
31.3%
B/E move
3.0%
Puts
Pseudo strike
42.72
IV
31.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
40.36
IV
31.4%
B/E move
2.5%
Puts
Pseudo strike
43.30
IV
31.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
39.84
IV
31.7%
B/E move
2.0%
Puts
Pseudo strike
43.88
IV
32.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
39.16
IV
32.5%
B/E move
1.7%
Puts
Pseudo strike
44.45
IV
32.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
38.47
IV
33.4%
B/E move
1.4%
Puts
Pseudo strike
45.07
IV
32.5%
B/E move
0.6%

Options history

No recorded observations