Sanofi (SNY) Options Chain

NASDAQ: SNYHealth CareBiotechnology: Pharmaceutical PreparationsUSD

40.07-0.16 (-0.40%)

At close: Oct 9, 4:00 PM ET · Delayed 15 min

Expiration date

Expiration: Dec 18, 2026
Days to expiration: 68
Share price: $40.07
Put/call ratio (OI): 0.86
Put/call ratio (volume): 1.31
ATM implied volatility: 27.4%
Expected move: ±$4.73
Open interest (C / P): 9.09K / 7.83K

SNY options summary

The SNY options chain for the December 18, 2026 expiration lists 18 call and 14 put contracts, with 68 days until expiration. Open interest stands at 9,086 calls and 7,827 puts, a put/call ratio of 0.86, which is fairly balanced between calls and puts. At-the-money implied volatility near the $40.00 strike is 27.4%, which implies the market expects a move of about ±$4.73 (11.8%) in Sanofi stock by expiration.

The most open interest sits at the $47.50 call (2.52K contracts) and the $45.00 put (1.76K contracts).

Summary generated from market data by MetaCap's automated system. Methodology

SNY options chain · December 18, 2026

SNY calls and puts by strike price. Shaded cells are in the money.
Calls							Puts
OI	Vol	IV	Last	Bid	Ask	Strike	Bid	Ask	Last	IV	Vol	OI
223	6	71.8%	18.20	14.80	15.90	25.00	0.00	0.15	0.10	55.9%	—	6
436	2	59.7%	15.50	12.30	13.40	27.50	0.00	0.00	0.09	25.0%	2	0
205	2	50.4%	9.60	10.00	10.80	30.00	0.00	0.20	0.20	44.6%	5	244
117	1	50.8%	9.20	7.70	8.30	32.50	0.05	0.20	0.15	34.5%	19	854
62	8	42.4%	9.95	5.30	6.00	35.00	0.20	0.35	0.27	29.3%	2	149
102	5	34.1%	3.60	3.40	3.80	37.50	0.60	0.80	0.70	26.8%	55	584
1,468	3	29.7%	2.00	1.90	2.10	40.00	1.50	1.70	1.95	25.0%	28	1,589
SNY $40.07
936	2	29.3%	1.05	0.90	1.10	42.50	3.00	3.30	3.02	25.6%	2	1,557
1,326	13	28.6%	0.45	0.40	0.50	45.00	4.90	5.50	4.45	30.1%	4	1,764
2,516	5	31.3%	0.20	0.20	0.30	47.50	7.20	7.70	6.84	30.5%	2	1,080
835	10	32.1%	0.11	0.05	0.15	50.00	9.60	10.30	7.60	39.9%	2	0
448	1	37.4%	0.10	0.00	0.15	52.50	10.30	14.50	8.10	81.5%	4	0
233	5	39.3%	0.12	0.00	0.10	55.00	0.00	0.00	11.35	—	2	0
31	4	43.8%	0.10	0.00	0.10	57.50	—	—	—	—	—	—
108	25	52.6%	0.05	0.10	0.25	60.00	—	—	—	—	—	—
40	3	52.9%	0.05	0.00	0.15	65.00	—	—	—	—	—	—
0	2	25.0%	0.05	0.00	0.00	70.00	—	—	—	—	—	—
0	—	25.0%	0.12	0.00	0.00	75.00	32.80	37.00	34.40	130.8%	—	0

In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.

Frequently asked questions

What is the SNY put/call ratio?

For the December 18, 2026 expiration, the SNY put/call ratio based on open interest is 0.86 (7,827 puts vs 9,086 calls), and 1.31 based on today's volume. A ratio above 1 means more puts than calls.

What is SNY's implied volatility?

At-the-money implied volatility for SNY options expiring December 18, 2026 is about 27.4%, an annualized estimate of how much the market expects Sanofi stock to move.

How many SNY option expiration dates are there?

SNY has 9 listed expiration dates, from Oct 16, 2026 to Jan 19, 2029.

What does "in the money" mean?

A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.