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Sanofi ADS SNY

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Market datapartial · fetched 2026-10-23T04:47:40.859Z

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$1.59$2.91$4.22$5.54$36.98$39.55$42.12$44.69$47.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$3.43$4.21$5.16$0.41$0.53$0.65$0.81$0.97$1.13$1.28$1.44$1.60
PutsCheap0.90×
CallsExpensive1.35×
SkewBullish-13.76 pp
Implied moveBullish±$2.99
TiltBullish50.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.7650.7%18.8%38.6830.8%7.8%
25Δ44.7635.8%9.3%39.3929.5%6.3%
30Δ44.1635.9%8.3%40.0628.3%5.0%
35Δ43.5636.0%7.3%40.4627.7%4.5%
40Δ42.9536.1%6.2%40.8527.0%3.9%
45Δ42.3636.5%5.3%41.2526.4%3.3%
50Δ41.7937.6%4.8%41.6525.8%2.7%
55Δ41.2238.8%4.2%42.0425.2%2.2%
60Δ40.6539.9%3.7%42.4424.6%1.6%
65Δ40.0941.1%3.2%
70Δ39.2144.3%2.7%
75Δ38.2747.9%2.4%
80Δ37.1752.6%2.0%

20Δ

Calls
Pseudo strike
48.76
IV
50.7%
B/E move
18.8%
Puts
Pseudo strike
38.68
IV
30.8%
B/E move
7.8%

25Δ

Calls
Pseudo strike
44.76
IV
35.8%
B/E move
9.3%
Puts
Pseudo strike
39.39
IV
29.5%
B/E move
6.3%

30Δ

Calls
Pseudo strike
44.16
IV
35.9%
B/E move
8.3%
Puts
Pseudo strike
40.06
IV
28.3%
B/E move
5.0%

35Δ

Calls
Pseudo strike
43.56
IV
36.0%
B/E move
7.3%
Puts
Pseudo strike
40.46
IV
27.7%
B/E move
4.5%

40Δ

Calls
Pseudo strike
42.95
IV
36.1%
B/E move
6.2%
Puts
Pseudo strike
40.85
IV
27.0%
B/E move
3.9%

45Δ

Calls
Pseudo strike
42.36
IV
36.5%
B/E move
5.3%
Puts
Pseudo strike
41.25
IV
26.4%
B/E move
3.3%

50Δ

Calls
Pseudo strike
41.79
IV
37.6%
B/E move
4.8%
Puts
Pseudo strike
41.65
IV
25.8%
B/E move
2.7%

55Δ

Calls
Pseudo strike
41.22
IV
38.8%
B/E move
4.2%
Puts
Pseudo strike
42.04
IV
25.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
40.65
IV
39.9%
B/E move
3.7%
Puts
Pseudo strike
42.44
IV
24.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
40.09
IV
41.1%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
39.21
IV
44.3%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
38.27
IV
47.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
37.17
IV
52.6%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations