SNY
SanofiHealthcare$47.89
▼ Bearish
Mkt Cap: $116.63B|Float: 1.08B|SI: 0.7%|DTC: 1.6
Data as of market close Apr 2, 2026
IV Rank
58
IV Pctl
67%
HV 20d
19.4%
52W Range
$43-$53
ATR(14)
$0.94
Exp. Move
±4.3%
P/C Ratio
0.75
Earnings
Apr 23
GEX Positive
DEX Long
Net Put Premium
IV Moderate
Max Pain Below
Exp. Move Wide
SNY Key Options Data
- IV Rank
- 58.4%
- Total GEX
- $0.00B
- Total DEX
- $1.7M
- Max Pain
- $45.00
- Expected Move
- ±4.3%
- Put/Call OI
- 0.75
- Net Premium
- $-0.0M
- Spot Price
- $47.89
Gamma Exposure (GEX)
Delta Exposure (DEX)
Expected Move by Expiration
| Expiration | DTE | Expected Move | Move % | Lower | Upper |
|---|---|---|---|---|---|
| 2026-04-17 | 15 | ±$2.05 | ±4.3% | $45.84 | $49.94 |
| 2026-05-15 | 43 | ±$4.58 | ±9.6% | $43.31 | $52.46 |
| 2026-06-18 | 77 | ±$5.22 | ±10.9% | $42.66 | $53.11 |
| 2026-09-18 | 169 | ±$7.00 | ±14.6% | $40.89 | $54.89 |
| 2026-12-18 | 260 | ±$8.40 | ±17.5% | $39.49 | $56.29 |
| 2027-01-15 | 288 | ±$8.70 | ±18.2% | $39.19 | $56.59 |
Explore SNY options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.