SNY · Expected Move
Sanofi American Depositary Shares (Each representing one-half of one ordinary share)
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).
SNY straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current SNY Expected Move
30-Day Straddle
$3.70
7-Day Straddle
$2.15
30-Day ATM IV
28.5%
IV Rank
72%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.70 | $2.15 | 28.5% | 72% |
| 20261106 | $3.47 | $2.17 | 28.0% | 67% |
| 20261105 | $3.67 | $2.30 | 28.8% | 75% |
| 20261104 | $2.25 | $2.25 | 27.6% | 63% |
| 20261103 | $2.27 | $2.27 | 27.9% | 66% |
| 20261102 | $2.48 | $2.48 | 28.6% | 72% |
| 20261030 | $2.35 | $2.35 | 27.4% | 61% |
| 20261029 | $2.92 | $2.92 | 31.5% | 100% |
| 20261028 | $2.73 | $2.73 | 30.6% | 93% |
| 20261027 | $2.77 | $2.77 | 30.8% | 95% |
| 20261026 | $2.85 | $2.85 | 30.9% | 97% |
| 20261023 | $2.90 | $2.90 | 30.3% | 91% |
| 20261022 | $2.90 | $2.90 | 30.2% | 90% |
| 20261021 | $2.83 | $2.83 | 29.5% | 83% |
| 20261020 | $3.05 | $3.05 | 30.6% | 93% |
| 20261019 | $2.65 | $2.65 | 28.2% | 70% |
| 20261016 | $2.62 | $0.73 | 26.6% | 55% |
| 20261015 | $2.88 | $0.57 | 28.2% | 70% |
| 20261014 | $2.80 | $0.65 | 27.8% | 66% |
| 20261013 | $2.83 | $1.05 | 27.5% | 64% |
| 20261012 | $2.83 | $0.85 | 27.3% | 61% |
| 20261009 | $2.90 | $0.98 | 26.5% | 54% |
| 20261008 | $2.97 | $1.25 | 26.8% | 57% |
| 20261007 | $3.02 | $1.25 | 26.8% | 57% |
| 20261006 | $3.05 | $1.40 | 27.2% | 61% |
| 20261005 | $3.10 | $1.43 | 27.1% | 60% |
| 20261002 | $1.55 | $1.55 | 26.4% | 53% |
| 20261001 | $1.72 | $1.72 | 26.1% | 50% |
| 20260930 | $2.02 | $2.02 | 25.9% | 49% |
| 20260929 | $1.73 | $1.73 | 24.6% | 36% |
| 20260928 | $1.97 | $1.97 | 24.6% | 35% |
| 20260925 | $2.00 | $2.00 | 25.2% | 41% |
| 20260924 | $2.00 | $2.00 | 24.4% | 33% |
| 20260923 | $1.95 | $1.95 | 24.0% | 29% |
| 20260922 | $2.00 | $2.00 | 24.0% | 29% |
| 20260921 | $2.05 | $2.05 | 24.1% | 31% |
| 20260918 | $1.98 | $0.68 | 21.2% | 3% |
| 20260917 | $2.35 | $0.82 | 23.0% | 20% |
| 20260916 | $2.30 | $0.72 | 23.6% | 26% |
| 20260915 | $2.30 | $0.85 | 23.5% | 25% |
| 20260914 | $2.58 | $1.30 | 23.6% | 19% |
| 20260911 | $2.42 | $1.10 | 22.8% | 12% |
| 20260910 | $2.50 | $1.20 | 23.2% | 14% |
| 20260909 | $2.52 | $1.33 | 22.9% | 12% |
| 20260908 | $2.75 | $1.50 | 23.9% | 18% |
| 20260904 | $2.80 | $1.70 | 22.9% | 12% |
| 20260903 | $2.77 | $1.75 | 22.9% | 13% |
| 20260902 | $1.77 | $1.77 | 23.0% | 12% |
| 20260901 | $1.80 | $1.80 | 23.4% | 15% |
| 20260831 | $1.88 | $1.88 | 23.3% | 14% |
| 20260828 | $1.93 | $1.93 | 22.6% | 10% |
| 20260827 | $2.00 | $2.00 | 23.0% | 13% |
| 20260826 | $2.12 | $2.12 | 22.9% | 12% |
| 20260825 | $2.38 | $2.38 | 23.4% | 15% |
| 20260824 | $2.35 | $2.35 | 23.7% | 16% |
| 20260821 | $2.58 | $0.72 | 23.6% | 16% |
| 20260820 | $2.67 | $0.53 | 26.0% | 30% |
| 20260819 | $2.52 | $1.05 | 22.5% | 9% |
| 20260818 | $2.17 | $0.97 | 20.9% | 0% |
| 20260817 | $2.30 | $1.08 | 21.5% | 0% |
More on SNY
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.