SNY (Sanofi American Depositary Shares (Each representing one-half of one ordinary share))
Expected Move & Straddle Price History
The expected move for SNY is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
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.
Current SNY Expected Move
30-Day Straddle
$2.80
7-Day Straddle
$1.75
Avg IV
0.4%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to SNY's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
SNY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260810 | $2.80 | $1.75 | 0.4% | 15% |
| 20260806 | $2.97 | $1.90 | 0.4% | 20% |
| 20260805 | $1.80 | $1.80 | 0.6% | 57% |
| 20260804 | $1.95 | $1.95 | 0.5% | 53% |
| 20260803 | $2.00 | $2.00 | 0.4% | 27% |
| 20260731 | $2.08 | $2.08 | 0.4% | 29% |
| 20260730 | $2.22 | $2.22 | 0.4% | 27% |
| 20260729 | $2.92 | $2.92 | 0.6% | 67% |
| 20260728 | $2.97 | $2.97 | 0.5% | 48% |
| 20260727 | $2.95 | $2.95 | 0.5% | 36% |
| 20260724 | $3.03 | $3.03 | 0.4% | 26% |
| 20260723 | $3.12 | $3.12 | 0.4% | 11% |
| 20260722 | $3.22 | $3.22 | 0.5% | 38% |
| 20260721 | $3.30 | $3.30 | 0.4% | 13% |
| 20260720 | $3.20 | $3.20 | 0.4% | 13% |
| 20260716 | $3.30 | $0.98 | 0.4% | 15% |
| 20260715 | $3.40 | $1.38 | 0.4% | 16% |
| 20260714 | $3.38 | $1.20 | 0.4% | 16% |
| 20260713 | $3.45 | $1.38 | 0.4% | 15% |
| 20260710 | $3.45 | $1.68 | 0.4% | 6% |
| 20260709 | $3.55 | $1.82 | 0.4% | 14% |
| 20260708 | $3.40 | $1.45 | 0.4% | 12% |
| 20260707 | $3.43 | $1.62 | 0.4% | 12% |
| 20260706 | $3.35 | $1.67 | 0.3% | 0% |
| 20260702 | $1.95 | $1.95 | 0.4% | 16% |
| 20260701 | $1.88 | $1.88 | 0.5% | 34% |
| 20260630 | $1.75 | $1.75 | 0.6% | 46% |
| 20260629 | $1.88 | $1.88 | 0.4% | 11% |
| 20260626 | $1.88 | $1.88 | 0.4% | 5% |
| 20260625 | $2.00 | $2.00 | 0.4% | 18% |
| 20260624 | $2.02 | $2.02 | 0.5% | 41% |
| 20260623 | $2.17 | $2.17 | 0.4% | 21% |
| 20260622 | $2.08 | $2.08 | 0.4% | 20% |
| 20260618 | $2.25 | $0.70 | 0.4% | 9% |
| 20260617 | $2.27 | $0.50 | 0.4% | 20% |
| 20260616 | $2.45 | $1.20 | 0.5% | 24% |
| 20260615 | $2.52 | $1.40 | 0.5% | 24% |
| 20260613 | $2.55 | $1.18 | 0.5% | 26% |
| 20260612 | $2.58 | $1.23 | 0.5% | 24% |
| 20260611 | $2.80 | $1.48 | 0.5% | 29% |
| 20260610 | $2.97 | $1.78 | 0.4% | 20% |
| 20260609 | $2.75 | $1.52 | 0.4% | 20% |
| 20260608 | $2.80 | $1.73 | 0.5% | 23% |
| 20260605 | $2.85 | $1.65 | 0.5% | 23% |
| 20260604 | $2.78 | $1.12 | 0.4% | 1% |
| 20260603 | $2.73 | $1.58 | 0.4% | 18% |
| 20260602 | $1.65 | $1.65 | 0.6% | 52% |
| 20260601 | $1.85 | $1.85 | 0.7% | 69% |
| 20260529 | $2.23 | $2.23 | 0.7% | 78% |
| 20260528 | $1.97 | $1.97 | 0.7% | 77% |
| 20260527 | $2.00 | $2.00 | 0.7% | 74% |
| 20260526 | $2.42 | $2.42 | 0.7% | 72% |
| 20260510 | $2.80 | $1.32 | 0.4% | 19% |
| 20260508 | $2.80 | $1.32 | 0.4% | 7% |
| 20260507 | $2.80 | $1.38 | 0.5% | 34% |
| 20260506 | $2.92 | $1.65 | 0.4% | 14% |
| 20260505 | $3.12 | $1.70 | 0.5% | 34% |
| 20260504 | $3.10 | $1.82 | 0.4% | 12% |
| 20260502 | $2.47 | $2.47 | 0.7% | 81% |
| 20260501 | $2.62 | $2.62 | 0.6% | 62% |