Sanofi (SNY) Implied Volatility
This page breaks down SNY's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Aug 24, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
SNY 30-day at-the-money implied volatility, past year.
| ATM IV — 2 month | 27.1% |
| IV rank (1 year) | 16 / 100 |
| IV percentile (1 year) | 35% |
| Historical volatility — 10 day | 16.2% |
| Historical volatility — 21 day | 26.1% |
| Historical volatility — 30 day | 24.2% |
| Historical volatility — 60 day | 26.8% |
An IV rank of 16 places current implied volatility in the lower part of its 52-week range.
SNY IV Rank History
SNY IV rank (0–100), past year.
IV rank has fallen from 20 in Feb '26 to 16 today. An IV percentile of 35% means implied volatility was lower than today on 35% of trading days in the past year.
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SNY Options FAQ
Is SNY implied volatility high or low right now?
By its own 52-week standards, SNY implied volatility is currently low: IV rank is 16 out of 100 as of Aug 24, 2026.
What is the difference between SNY's IV rank and IV percentile?
IV rank (currently 16) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 35%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.