SNY (Sanofi American Depositary Shares (Each representing one-half of one ordinary share))
Historical IV Rank & Volatility Regime
IV Rank measures where SNY's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on SNY are priced rich or cheap relative to its own recent 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.
SNY IV Rank Summary
Current
15%
Compressed — premium buying regime
30-Day Avg
24%
60-Day Avg
29%
90-Day Avg
34%
90-Day Low
0%
90-Day High
81%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically
precede mean reversion in SNY's implied vol; sustained sub-25% readings
often coincide with low-realized regimes ahead of catalyst events. See the
Vol Arb Screener for symbols where current IV
rank diverges most from realized volatility.
SNY IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260810 | 15% | 0.4% |
| 20260806 | 20% | 0.4% |
| 20260805 | 57% | 0.6% |
| 20260804 | 53% | 0.5% |
| 20260803 | 27% | 0.4% |
| 20260731 | 29% | 0.4% |
| 20260730 | 27% | 0.4% |
| 20260729 | 67% | 0.6% |
| 20260728 | 48% | 0.5% |
| 20260727 | 36% | 0.5% |
| 20260724 | 26% | 0.4% |
| 20260723 | 11% | 0.4% |
| 20260722 | 38% | 0.5% |
| 20260721 | 13% | 0.4% |
| 20260720 | 13% | 0.4% |
| 20260716 | 15% | 0.4% |
| 20260715 | 16% | 0.4% |
| 20260714 | 16% | 0.4% |
| 20260713 | 15% | 0.4% |
| 20260710 | 6% | 0.4% |
| 20260709 | 14% | 0.4% |
| 20260708 | 12% | 0.4% |
| 20260707 | 12% | 0.4% |
| 20260706 | 0% | 0.3% |
| 20260702 | 16% | 0.4% |
| 20260701 | 34% | 0.5% |
| 20260630 | 46% | 0.6% |
| 20260629 | 11% | 0.4% |
| 20260626 | 5% | 0.4% |
| 20260625 | 18% | 0.4% |
| 20260624 | 41% | 0.5% |
| 20260623 | 21% | 0.4% |
| 20260622 | 20% | 0.4% |
| 20260618 | 9% | 0.4% |
| 20260617 | 20% | 0.4% |
| 20260616 | 24% | 0.5% |
| 20260615 | 24% | 0.5% |
| 20260613 | 26% | 0.5% |
| 20260612 | 24% | 0.5% |
| 20260611 | 29% | 0.5% |
| 20260610 | 20% | 0.4% |
| 20260609 | 20% | 0.4% |
| 20260608 | 23% | 0.5% |
| 20260605 | 23% | 0.5% |
| 20260604 | 1% | 0.4% |
| 20260603 | 18% | 0.4% |
| 20260602 | 52% | 0.6% |
| 20260601 | 69% | 0.7% |
| 20260529 | 78% | 0.7% |
| 20260528 | 77% | 0.7% |
| 20260527 | 74% | 0.7% |
| 20260526 | 72% | 0.7% |
| 20260510 | 19% | 0.4% |
| 20260508 | 7% | 0.4% |
| 20260507 | 34% | 0.5% |
| 20260506 | 14% | 0.4% |
| 20260505 | 34% | 0.5% |
| 20260504 | 12% | 0.4% |
| 20260502 | 81% | 0.7% |
| 20260501 | 62% | 0.6% |
| 20260430 | 73% | 0.7% |
| 20260429 | 73% | 0.7% |
| 20260428 | 70% | 0.7% |
| 20260427 | 63% | 0.6% |
| 20260424 | 64% | 0.6% |
| 20260423 | 51% | 0.6% |
| 20260422 | 65% | 0.6% |
| 20260421 | 59% | 0.6% |
| 20260420 | 59% | 0.6% |
| 20260417 | 57% | 0.6% |
| 20260416 | 35% | 0.5% |
| 20260415 | 49% | 0.6% |
| 20260414 | 46% | 0.5% |
| 20260413 | 37% | 0.5% |
| 20260410 | 15% | 0.4% |
| 20260409 | 26% | 0.4% |
| 20260408 | 25% | 0.4% |
| 20260407 | 41% | 0.5% |
| 20260406 | 8% | 0.4% |
| 20260402 | 19% | 0.4% |
| 20260401 | 45% | 0.5% |
| 20260331 | 35% | 0.5% |
| 20260330 | 37% | 0.5% |
| 20260327 | 36% | 0.5% |
| 20260326 | 39% | 0.5% |
| 20260325 | 35% | 0.5% |
| 20260324 | 25% | 0.4% |
| 20260323 | 30% | 0.5% |
| 20260320 | 39% | 0.5% |
| 20260319 | 26% | 0.4% |