Sanofi American Depositary Shares (Each representing one-half of one ordinary share)(SNY)

Stock quote, options chain, IV rank, technicals, AI analysis, and institutional ownership.

SNY iron condor setups SNY expected move SNY IV rank history SNY Fibonacci levels SNY insider trading

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

SNY $41.00 —
Snapshot
$41.00
52-Week Range
$40.66 – $52.68
YTD
-15.00%
IV Rank (30D)
37.0
Straddle Price
$1.95
P/C Vol Ratio
0.08
Market Cap
$98.1B
Fair Value
MODEL: LONG

A blended fair-value estimate combining up to six valuation methods. Each method is weighted by how well it fits the company — DCF down-weights for unprofitable names; DDM only fires for steady dividend payers; comparables down-weight when peer multiples disagree.

  • DCF (quality-aware) — projects free cash flow with a horizon that scales to business quality. True compounders (quality 6/6) get 10 years explicit + 10 years fade before terminal; cyclical/struggling names (quality 0-1) get a 5-year terminal cliff. Quality is scored from ROE, gross margin, growth, FCF margin, debt load, and FCF consistency — the same factors that drive market premium for compounders.
  • Market-Implied Growth (in Model Inputs) — reverse-DCF that answers "what growth rate is the market pricing in?". Lets you sanity-check the deviation: if implied growth is plausible for the business, the model's bearish flag may be wrong; if implausible, the market may be over-extrapolating.
  • DDM (Gordon Growth Dividend Model) — values the stream of future dividends. Only used when trailing yield ≥ 2% and dividend payments are stable — below that the dividend is a token payout and Gordon (which values only the dividend stream) systematically underprices growth names, so those route to DCF + comparables + market anchor instead.
  • P/E, EV/EBITDA, P/B, P/S — applies the peer-group median multiple to this company's per-share metric. Peers come from the same set as the "Related symbols" card. Earnings/sales metrics are forward-tilted by the company's recent revenue growth (capped at 25%) so they're comparable to peers' growth-embedded multiples — mimics how analysts use NTM rather than TTM. Per-multiple weights are biased by company quality (e.g. P/B down-weighted for asset-light tech).
  • Market Anchor (SMA50) — the 50-day moving average, weighted by recent trading-range stability (tighter Bollinger bands → higher weight). Captures information fundamentals miss (forward consensus, sentiment, supply/demand) — but only when recent trading is steady enough that the market has converged on a view. During wild breakouts or breakdowns the anchor's weight collapses.
  • Options Expected (B-L 30d) — the risk-neutral expected stock price at 30-day options expiration, derived from the full implied-volatility surface via Breeden-Litzenberger (second derivative of call price wrt strike → implied PDF, then E[S_T]). Forward-looking, captures all options-implied information (smile, skew, term structure) in one number. Weighted by chain liquidity. SP500-only at present (pre-computed daily). Backtest evidence: adds modest alpha across most bucket × holding combos.
  • Blended value — weighted average. Confidence reflects how many methods fired and how tight peer dispersion is.
  • Deviation pill — green when blended FV ≥ 10% above current price (undervalued); red when ≥ 10% below; grey otherwise.
10-yr Treasury (rf)4.96%
Beta vs SPY0.60
Cost of Equity (CAPM)7.96% (VRP-adj)
WACC5.09%
Volatility Risk Premium+27.0pp (IV − HV30)
Effective Tax Rate21.0%
Rev. Growth (YoY, DCF input)+3.0%
DCF Horizon5 years explicit + fade
Forward Tilt (NTM/TTM)×1.03 (applied to P/E, EV/EBITDA, P/S)
Debt / Equity0.20
Quality Score1/6 — cyclical/struggling (5y DCF)
SMA 50$43.77 (Market Anchor value)
SMA 20 / Bollinger Mid$43.22
Bollinger Width / SMA2022.7% (drives anchor stability)
Net Debt$7.7B
Peers used for multiples: ABBV, AZN, GSK, JNJ, LLY, MRK, NVS, PFE
Model Conviction
39%
20-Day Fair Value
≈ by Oct 26, 2026
$40.16
α -2.1% rank 34%
40-Day Fair Value
≈ by Nov 24, 2026
$42.82
α +4.4% rank 20%
60-Day Fair Value
≈ by Dec 23, 2026
$42.81
α +4.4% rank 20%
MethodImplied PriceWeightDetail
DCF n/a 0%
DDM (Gordon) $50.27 38%
Peer P/E n/a 0% median 40.1× · 7 peers
Peer EV/EBITDA n/a 0% median 22.3× · 7 peers
Peer P/B n/a 0% median 8.2× · 6 peers
Peer P/S n/a 0% median 6.6× · 7 peers
Market Anchor (SMA50) $43.77 34% stability 36% (BB-width)
Options Expected (B-L 30d) $40.92 28% 12 strikes · skew -0.60
As of 2026-09-25 · updated
Info
Exchange
XNAS
Market Cap
$98.1B

Sanofi develops and markets drugs with a concentration in immunology, vaccines, and rare diseases. Although the company offers a diverse array of drugs, its highest-revenue product, Dupixent, accounts for over 30% of total sales. Profits for this immunology blockbuster drug are shared with Regeneron. About 45% of total revenue comes from the United States, 20% from Europe, and 6% from China.

Summary
—
composite
—
No summary data available for this symbol yet.

Each spoke is this symbol's rank within its sector (0–100; the dotted ring marks the sector median at 50). Higher is more constructive for a long. One spoke — News sentiment — is an absolute reading, not a sector rank. Grayed spokes have no data. A fuller shape is a summary, not a recommendation.

Chart
Seasonality
MonthAvg ReturnYears of Data
Jan +2.97% 6
Feb +0.62% 6
Mar +4.15% 6
Apr +1.80% 6
May -3.94% 6
Jun -1.12% 6
Jul +1.84% 6
Aug -1.66% 6
Sep -3.40% 6
Oct -0.64% 5
Nov -2.23% 5
Dec +3.18% 5
Technical Indicators

Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.

Trend Indicators
  • SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
  • EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
  • MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
  • ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
  • +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
  • RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
  • Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
  • Williams %R — inverted scale: <−80 oversold, >−20 overbought.

Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.

Volume & Volatility
  • Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
  • OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
  • Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
  • ATR / True Range — average daily $ move; sizing and stop-loss reference.
  • HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.

Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →

Trend Indicators

SMA 20: $43.03
SMA 50: $43.70
SMA 200: $45.24
Current: $41.01
EMA 12: $42.27
EMA 26: $42.99
MACD: -0.7167 | Signal: -0.2360
BEARISH
ADX (14): 18.98
RANGE
+DI: 16.56
−DI: 39.03

Momentum Oscillators

RSI (14): 30.53
NEUTRAL
Stoch %K: 6.38
Stoch %D: 7.71
Williams %R: -88.65

Volume & Volatility

BB Upper: $45.23
BB Lower: $40.84
NEUTRAL
OBV: -7,840,869
Vol SMA 20: 2,365,566
Vol ROC: -42.47%
ATR: $0.70
True Range: $0.36
HV 20: 17.0%
HV 30: 18.8%
HV 60: 22.5%

Data Summary

Data Points: 500
Last Updated:
Date Range: 2024-09-26T00:00:00 – 2026-09-24T00:00:00
AI Analysis

LLM Stock Analysis Report

Executive Summary

Overall Assessment: NEUTRAL (Confidence Level: 6/10)

Key Drivers and Primary Risks:

  • Technical indicators suggest a consolidation phase, with multiple moving averages aligned
  • Recent news headlines are mixed, with positive sentiment from earnings reports and product launches, but negative sentiment from the amlitelimab decision not to pursue regulatory approvals

Investment Thesis: SNY is in a consolidative phase, awaiting catalysts for further direction. Earnings and product launches could spark a bullish move, while regulatory decisions may trigger a bearish response.

Recent News Sentiment Impact: The mixed news sentiment has had a neutral impact on the stock price, with no clear trend emerging.

Technical Analysis

Trend Direction:

  • Short-term (1-4 weeks): Range-bound consolidation
  • Medium-term (1-3 months): Consolidation within a broader uptrend
  • Long-term (3-12 months): Uptrend

Support/Resistance Levels:

  • Upper Bollinger Band: $45.11
  • Middle Bollinger Band: $43.67
  • Lower Bollinger Band: $42.24

Momentum Signals:

  • RSI: 50.14 (neutral)
  • MACD: Bullish signal with a histogram of 0.02
  • Bollinger Bands: Neutral signal, with the price touching the middle band

Volume Analysis:

  • Volume SMA 20: 3211742.70
  • On-Balance Volume (OBV): -6540419.11 (bearish)
  • Volume Rate of Change: 9.44% (bullish)

News & Sentiment Analysis

Recent Headlines Summary: The headlines are mixed, with positive sentiment from earnings reports and product launches, but negative sentiment from the amlitelimab decision not to pursue regulatory approvals.

Sentiment Assessment: Neutral (50/50 mix of positive and negative sentiments)

Catalyst Identification:

  • Upcoming Earnings Reports: A catalyst for further direction
  • Regulatory Decisions: A potential bearish trigger

Market Narrative: The mixed news sentiment has created a neutral narrative, with no clear trend emerging.

Risk & Volatility Assessment

Beta Interpretation: Low risk relative to market (beta 0.31)

Volatility Regime: Low volatility regime

Options Market Signals:

  • IV Rank: 15.2% (Low)
  • Current IV: 39.2%
  • Expected Move: $2.80 (39 DTE), 7-DTE: $1.75
  • Volume Flow: 62 calls vs 38 puts (bullish)
  • Open Interest: 6,089 calls vs 6,351 puts (neutral)
  • Put/Call Ratio: 0.61 (Bullish sentiment)

Downside Protection: Support levels and risk management considerations are essential in this consolidative phase.

Market Context & Positioning

Sector Performance: SNY is outperforming the Pharmaceuticals sector

Institutional Activity: Institutional interest is moderate, with no clear trend emerging

Correlation Analysis: Correlation with SPY is low (0.15)

Relative Valuation: SNY is trading within a reasonable range relative to its peers

Key Levels & Action Items

Critical Price Levels:

  • Upper Bollinger Band: $45.11
  • Middle Bollinger Band: $43.67
  • Lower Bollinger Band: $42.24

Breakout/Breakdown Levels: No clear levels have emerged, but a breakout above the upper band or a breakdown below the lower band could trigger significant moves.

Time-Sensitive Catalysts: Earnings Reports and regulatory decisions are potential catalysts for further direction

Risk Management: Stop-loss levels and position sizing considerations are essential in this consolidative phase.

Generated
News
Options Activity
IV Rank (30D)
37.0
IV Rank (7D)
37.0
Avg IV
46.5%
Straddle (30D)
$1.95
Straddle (7D)
$1.95
P/C Volume
0.08
Spread Scanner GPU
Full Algorithm Docs ↗

Each spread is ranked by a composite score built in three stages. Full documentation →

Stage 1 — Base Score (GPU scanner)

score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.

Stage 2 — Skew Adjustment (±25% cap)

RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.

Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
  • RSI <40 bullish / >60 bearish
  • MACD crossover + histogram trend
  • Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
  • Stochastic %K <20 / >80
  • Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
  • Blended ATR + straddle expected-move penalty
  • Bollinger Band signal (+ counter-trend penalty)
  • BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
  • IV rank ≥ 75 → strong boost for credit spreads
  • IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
  • Min open interest across all legs
  • OI < 100 → −0.10 · OI < 500 → −0.05

score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →

Enter a ticker to scan for optimal spread opportunities.

Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.

Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.

  • Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
  • Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
  • Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
  • Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each side

Which side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.

  • Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
  • Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
  • Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
  • Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together

Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:

  • High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
  • Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
  • Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d —
— pts EXTREME
ATM — / Wing —
30 DTE / 10d —
— pts EXTREME
ATM — / Wing —

Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.

Volatility Surface

Enter a ticker to render the implied volatility surface.

Volatility Smile

Enter a ticker to render the implied volatility smile.

IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis
Beta (1Y vs SPY)
0.35
Correlation (SPY)
18.7%
R²
0.04
Ann. Volatility
24.1%
SPY Volatility
13.0%

Low volatility - stock moves less than market

Beta & Alpha Over Time
Institutional Ownership (13F)
Latest filings — 2026-06-30
Diluted shares outstanding: 1,225,600,000 (as of 2025-12-31)

Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.

  • Shares — long equity positions in this name, aggregated across share classes.
  • Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
  • % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
  • Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.

Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.

747 filers184,452,478 shares$7.79B value15.05% of float
# Filer Shares Value % of Total % of Float Period
1 DODGE & COX 28,088,274 $1.20B 15.39% 2.29% 2026-06-30
2 MORGAN STANLEY Custodian 10,702,527 $456.57M 5.86% 0.87% 2026-06-30
3 Fisher Asset Management, LLC 10,627,088 $453.35M 5.82% 0.87% 2026-06-30
4 BANK OF AMERICA CORP /DE/ Custodian 8,008,572 $341.65M 4.39% 0.65% 2026-06-30
5 JPMORGAN CHASE & CO Custodian 6,573,682 $285.50M 3.67% 0.54% 2026-06-30
6 Mondrian Investment Partners LTD 5,522,564 $235.59M 3.03% 0.45% 2026-06-30
7 BRANDES INVESTMENT PARTNERS, LP 4,136,417 $176.46M 2.27% 0.34% 2026-06-30
8 WELLS FARGO & COMPANY/MN Custodian 3,415,115 $164.54M 2.11% 0.28% 2026-03-31
9 FEDERATED HERMES, INC. 3,849,802 $164.23M 2.11% 0.31% 2026-06-30
10 Boston Partners 3,844,844 $164.04M 2.11% 0.31% 2026-06-30
11 MILLENNIUM MANAGEMENT LLC Custodian 3,727,890 $159.03M 2.04% 0.30% 2026-06-30
12 FMR LLC Custodian 3,678,422 $156.92M 2.02% 0.30% 2026-06-30
13 ENVESTNET ASSET MANAGEMENT INC 3,402,765 $145.16M 1.86% 0.28% 2026-06-30
14 RAYMOND JAMES FINANCIAL INC Custodian 3,212,810 $137.06M 1.76% 0.26% 2026-06-30
15 ROYAL BANK OF CANADA Custodian 3,170,755 $135.26M 1.74% 0.26% 2026-06-30
16 GOLDMAN SACHS GROUP INC Custodian 2,994,745 $127.76M 1.64% 0.24% 2026-06-30
17 BARCLAYS PLC Custodian 2,683,902 $114.50M 1.47% 0.22% 2026-06-30
18 BARROW HANLEY MEWHINNEY & STRAUSS LLC 2,680,973 $114.37M 1.47% 0.22% 2026-06-30
19 Regal Partners Ltd 2,653,974 $113.22M 1.45% 0.22% 2026-06-30
20 EQUITY INVESTMENT CORP 2,601,971 $111.00M 1.43% 0.21% 2026-06-30
21 BALYASNY ASSET MANAGEMENT L.P. 2,405,640 $102.62M 1.32% 0.20% 2026-06-30
22 AMERICAN CENTURY COMPANIES INC 2,205,301 $94.08M 1.21% 0.18% 2026-06-30
23 LPL Financial LLC Custodian 2,128,391 $90.80M 1.17% 0.17% 2026-06-30
24 Alyeska Investment Group, L.P. 2,112,012 $90.10M 1.16% 0.17% 2026-06-30
25 DAVENPORT & Co LLC 2,001,451 $85.79M 1.10% 0.16% 2026-06-30
13 filers$89.90M notional
# Filer Notional Value % of Total Period
1 SUSQUEHANNA INTERNATIONAL GROUP, LLP Custodian $41.15M 45.77% 2026-06-30
2 MILLENNIUM MANAGEMENT LLC Custodian $17.10M 19.02% 2026-06-30
3 CITADEL ADVISORS LLC Custodian $8.75M 9.73% 2026-06-30
4 Walleye Trading LLC $6.65M 7.39% 2026-06-30
5 Walleye Capital LLC $6.48M 7.20% 2026-06-30
6 WOLVERINE TRADING, LLC Custodian $4.38M 4.87% 2025-09-30
7 J. Goldman & Co LP $3.20M 3.56% 2026-06-30
8 JANE STREET GROUP, LLC Custodian $716.69K 0.80% 2026-06-30
9 CenterStar Asset Management, LLC $507.65K 0.56% 2026-06-30
10 DCF Advisers, LLC $426.60K 0.47% 2026-06-30
11 CSS LLC/IL $426.60K 0.47% 2026-06-30
12 Lido Advisors, LLC $85.32K 0.09% 2026-06-30
13 HAP TRADING, LLC $44.24K 0.05% 2025-09-30
8 filers$91.35M notional
# Filer Notional Value % of Total Period
1 SUSQUEHANNA INTERNATIONAL GROUP, LLP Custodian $60.27M 65.97% 2026-06-30
2 CITADEL ADVISORS LLC Custodian $23.00M 25.18% 2026-06-30
3 Walleye Capital LLC $2.20M 2.40% 2026-06-30
4 Walleye Trading LLC $1.81M 1.98% 2026-06-30
5 MILLENNIUM MANAGEMENT LLC Custodian $1.71M 1.87% 2026-06-30
6 WOLVERINE TRADING, LLC Custodian $1.14M 1.25% 2025-09-30
7 CenterStar Asset Management, LLC $802.01K 0.88% 2026-06-30
8 JANE STREET GROUP, LLC Custodian $418.07K 0.46% 2026-06-30
ETF Holders
# ETF Provider Weight $ Exposure ETF AUM As Of
Fundamentals

Quarterly filings sourced from SEC 10-Q / 10-K reports. TTM tiles aggregate the most recent four quarters; bars show the last ~12 quarters oldest → newest.

Metrics
  • Revenue — top-line sales. Look for consistent YoY growth; seasonal businesses need same-quarter comparisons (Q4 '24 vs Q4 '23).
  • Net Income — bottom-line profit after all expenses. Can be volatile from one-time items; red bars = net loss.
  • Diluted EPS — net income per share assuming options/converts are exercised. Direct input to the P/E ratio.
  • Operating Cash Flow — cash generated from core operations, before capex and financing. Harder to manipulate than net income; growing OCF is a quality signal.
How to read the bars
  • Sequential growth — quarter-over-quarter trend. Accelerating bars are a momentum signal.
  • YoY growth — compare to the same quarter a year earlier to remove seasonality.
  • Quality — OCF should roughly track Net Income over time. Large divergence (net income ≫ OCF) flags accruals risk.
  • Margins — scan the bar ratios: Net Income / Revenue tells you margin trend without needing a separate chart.

TTM (trailing-twelve-month) smooths seasonality and is used for the P/E calculation. Filings appear 30–90 days after the period closes.