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: Mar 19, 2027
Days to expiration: 159
Share price: $40.07
Put/call ratio (OI): 0.80
Put/call ratio (volume): 0.09
ATM implied volatility: 27.0%
Expected move: ±$7.14
Open interest (C / P): 1.78K / 1.42K

SNY options summary

The SNY options chain for the March 19, 2027 expiration lists 12 call and 11 put contracts, with 159 days until expiration. Open interest stands at 1,785 calls and 1,423 puts, a put/call ratio of 0.80, which is fairly balanced between calls and puts. At-the-money implied volatility near the $40.00 strike is 27.0%, which implies the market expects a move of about ±$7.14 (17.8%) in Sanofi stock by expiration.

The most open interest sits at the $40.00 call (374 contracts) and the $45.00 put (450 contracts).

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

SNY options chain · March 19, 2027

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
0	—	—	20.62	0.00	0.00	25.00	0.00	0.00	0.05	12.5%	1	0
—	—	—	—	—	—	27.50	0.05	0.20	0.10	36.3%	—	1
—	—	—	—	—	—	30.00	0.00	0.00	0.15	12.5%	1	0
14	13	43.8%	9.70	8.30	9.00	32.50	0.30	0.45	0.40	28.4%	6	42
3	1	37.8%	7.99	6.20	6.80	35.00	0.65	0.80	0.85	26.1%	10	65
311	306	33.9%	4.34	4.40	4.90	37.50	1.25	1.45	1.25	24.7%	1	101
374	2	30.9%	3.30	3.00	3.30	40.00	2.25	2.40	2.25	23.1%	9	338
SNY $40.07
191	25	29.1%	2.10	1.95	2.10	42.50	3.60	3.90	3.60	23.0%	1	395
107	11	28.9%	1.35	1.20	1.35	45.00	5.30	5.80	6.10	23.5%	10	450
349	6	28.9%	0.72	0.70	0.85	47.50	7.30	8.00	4.40	25.1%	2	26
213	10	29.4%	0.45	0.40	0.55	50.00	9.60	10.30	9.15	26.2%	2	5
78	4	33.5%	0.26	0.20	0.55	52.50	—	—	—	—	—	—
14	1	40.8%	0.39	0.10	0.75	55.00	—	—	—	—	—	—
131	100	33.6%	0.10	0.00	0.15	60.00	—	—	—	—	—	—

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 March 19, 2027 expiration, the SNY put/call ratio based on open interest is 0.80 (1,423 puts vs 1,785 calls), and 0.09 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 March 19, 2027 is about 27.0%, 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.