SNY · Sanofi

Track SNY — free Ask ALVIS about SNY

$45.54 +1.54 (+3.50%) At close · Jul 28

Market Cap

$109.01B

2.39B

Options Chain

15-min delayed Underlying $45.54 · at close Jul 28, 2026 Options Calculator

Positioning

Aug 21, 2026 · 23 days to expiry · 26 contracts

Put / call OI

0.24

Call-heavy positioning

Open interest

7,925

contracts outstanding

Volume

983

traded today

Max pain

$42.50

$3.04 below spot

ATM implied vol

32.4%

market's expected move

Open interest by strike

Calls Puts

27.5

32.5

37.5

42.5

47.5

52.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 23d Sep 18 51d Dec 18 142d Jan 15 170d Mar 19 233d Jun 17 323d Dec 17 506d Jan 21 541d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	139.2%	0.945	—		—	—	—	—	0
Call · $27.5 In the money Last — Breakeven — Implied vol 139.2% Delta 0.945 ≈94% ITM Gamma 0.007 Theta -0.035 Vega 0.015 Open interest 0 Model this call Put · $27.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
5	5	124.6%	0.927	$14.40		$0.08	—	—	1	1
Call · $30 In the money Last $14.40 Breakeven $44.40 Implied vol 124.6% Delta 0.927 ≈93% ITM Gamma 0.01 Theta -0.039 Vega 0.016 Open interest 5 Model this call Put · $30 Last $0.08 Breakeven $29.92 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
2	1	105.1%	0.915	$10.71		$0.05	-0.028	73%	1	2
Call · $32.5 In the money Last $10.71 Breakeven $43.21 Implied vol 105.1% Delta 0.915 ≈92% ITM Gamma 0.013 Theta -0.037 Vega 0.017 Open interest 2 Model this call Put · $32.5 Last $0.05 Breakeven $32.45 Implied vol 73% Delta -0.028 ≈3% ITM Gamma 0.008 Theta -0.012 Vega 0.01 Open interest 2 Model this put
1	2	90%	0.894	$10.55		$0.13	-0.035	58.5%	1	6
Call · $35 In the money Last $10.55 Breakeven $45.55 Implied vol 90% Delta 0.894 ≈89% ITM Gamma 0.018 Theta -0.038 Vega 0.018 Open interest 1 Model this call Put · $35 Last $0.13 Breakeven $34.87 Implied vol 58.5% Delta -0.035 ≈3% ITM Gamma 0.011 Theta -0.011 Vega 0.01 Open interest 6 Model this put
9	10	71.4%	0.871	$6.80		$0.08	-0.044	45%	1	118
Call · $37.5 In the money Last $6.80 Breakeven $44.30 Implied vol 71.4% Delta 0.871 ≈87% ITM Gamma 0.026 Theta -0.035 Vega 0.027 Open interest 9 Model this call Put · $37.5 Last $0.08 Breakeven $37.42 Implied vol 45% Delta -0.044 ≈4% ITM Gamma 0.018 Theta -0.01 Vega 0.011 Open interest 118 Model this put
44	1	55%	0.829	$4.10		$0.15	-0.077	35.4%	4	467
Call · $40 In the money Last $4.10 Breakeven $44.10 Implied vol 55% Delta 0.829 ≈83% ITM Gamma 0.041 Theta -0.032 Vega 0.029 Open interest 44 Model this call Put · $40 Last $0.15 Breakeven $39.85 Implied vol 35.4% Delta -0.077 ≈8% ITM Gamma 0.036 Theta -0.013 Vega 0.019 Open interest 467 Model this put
785	16	44.8%	0.727	$3.40		$0.45	-0.197	30.2%	6	327
Call · $42.5 In the money Last $3.40 Breakeven $45.90 Implied vol 44.8% Delta 0.727 ≈73% ITM Gamma 0.065 Theta -0.035 Vega 0.039 Open interest 785 Model this call Put · $42.5 Last $0.45 Breakeven $42.05 Implied vol 30.2% Delta -0.197 ≈20% ITM Gamma 0.081 Theta -0.021 Vega 0.03 Open interest 327 Model this put
2.3k	604	37.4%	0.539	$1.75		$1.10	-0.457	27.5%	29	631
Call · $45 In the money Last $1.75 Breakeven $46.75 Implied vol 37.4% Delta 0.539 ≈54% ITM Gamma 0.094 Theta -0.036 Vega 0.045 Open interest 2.3k Model this call Put · $45 Last $1.10 Breakeven $43.90 Implied vol 27.5% Delta -0.457 ≈46% ITM Gamma 0.127 Theta -0.028 Vega 0.045 Open interest 631 Model this put
Underlying $45.54
2.3k	263	34.1%	0.301	$0.80		$5.20	-0.808	21.3%	1	1
Call · $47.5 Last $0.80 Breakeven $48.30 Implied vol 34.1% Delta 0.301 ≈30% ITM Gamma 0.089 Theta -0.029 Vega 0.04 Open interest 2.3k Model this call Put · $47.5 In the money Last $5.20 Breakeven $42.30 Implied vol 21.3% Delta -0.808 ≈81% ITM Gamma 0.111 Theta -0.016 Vega 0.031 Open interest 1 Model this put
793	20	34.3%	0.131	$0.25		—	—	—	—	0
Call · $50 Last $0.25 Breakeven $50.25 Implied vol 34.3% Delta 0.131 ≈13% ITM Gamma 0.055 Theta -0.018 Vega 0.021 Open interest 793 Model this call Put · $50 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
45	17	36.3%	0.057	$0.10		—	—	—	—	0
Call · $52.5 Last $0.10 Breakeven $52.60 Implied vol 36.3% Delta 0.057 ≈6% ITM Gamma 0.027 Theta -0.01 Vega 0.012 Open interest 45 Model this call Put · $52.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $55 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $55 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $60 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $60 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1121404 CUSIP 80105N105 13F (30d) 261 filings 224 filers Visit website Investor relations