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
$1.95
7-Day Straddle
$1.95
Avg IV
0.4%
IV Rank
33%
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 |
|---|---|---|---|---|
| 20260925 | $1.95 | $1.95 | 0.4% | 33% |
| 20260924 | $2.00 | $2.00 | 0.5% | 33% |
| 20260923 | $1.95 | $1.95 | 0.4% | 20% |
| 20260922 | $2.00 | $2.00 | 0.4% | 26% |
| 20260921 | $2.05 | $2.05 | 0.4% | 31% |
| 20260918 | $1.98 | $0.68 | 0.4% | 15% |
| 20260917 | $2.35 | $0.82 | 0.4% | 13% |
| 20260916 | $2.30 | $0.72 | 0.4% | 23% |
| 20260915 | $2.30 | $0.85 | 0.4% | 24% |
| 20260914 | $2.58 | $1.30 | 0.4% | 26% |
| 20260911 | $2.42 | $1.10 | 0.4% | 12% |
| 20260910 | $2.50 | $1.20 | 0.4% | 19% |
| 20260909 | $2.52 | $1.33 | 0.4% | 11% |
| 20260908 | $2.75 | $1.50 | 0.4% | 7% |
| 20260904 | $2.80 | $1.70 | 0.3% | 0% |
| 20260903 | $2.77 | $1.75 | 0.4% | 11% |
| 20260902 | $1.77 | $1.77 | 0.5% | 47% |
| 20260901 | $1.80 | $1.80 | 0.6% | 65% |
| 20260831 | $1.88 | $1.88 | 0.6% | 57% |
| 20260828 | $1.93 | $1.93 | 0.5% | 34% |
| 20260827 | $2.00 | $2.00 | 0.5% | 43% |
| 20260826 | $2.12 | $2.12 | 0.5% | 44% |
| 20260825 | $2.38 | $2.38 | 0.5% | 35% |
| 20260824 | $2.35 | $2.35 | 0.5% | 44% |
| 20260821 | $2.58 | $0.72 | 0.4% | 24% |
| 20260820 | $2.67 | $0.53 | 0.5% | 35% |
| 20260819 | $2.52 | $1.05 | 0.4% | 14% |
| 20260818 | $2.17 | $0.97 | 0.4% | 25% |
| 20260817 | $2.30 | $1.08 | 0.4% | 20% |
| 20260814 | $2.52 | $1.40 | 0.4% | 19% |
| 20260813 | $2.58 | $1.45 | 0.4% | 21% |
| 20260812 | $2.72 | $1.65 | 0.4% | 16% |
| 20260811 | $2.75 | $1.62 | 0.3% | 3% |
| 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% |