Sanofi options tape
Read from CBOE's delayed chain on 26 September 2026, with Sanofi at $41.29: open interest within 90 days was 13,881 call and 9,896 put contracts, a put/call ratio of 0.71; the day's volume was 200 calls and 136 puts (0.68). The most call open interest sits at the $45.00 strike (3,708 contracts) and the most put open interest at $40.00 (2,867). The at-the-money straddle for 16 October 2026, 20 days out, was priced at 5.0% of spot. For 16 October 2026, implied volatility was 22.3% at the put 5% below spot and 21.9% at the call 5% above, +0.4 points.
Where the open interest sits
| Side | Strike | Open interest |
|---|---|---|
| Calls | $45.00 | 3,708 |
| Puts | $40.00 | 2,867 |
The strike with the most open interest on each side, across expiries within 90 days.
Open-interest builds against the previous day appear from the second daily read of this name.
Source
CBOE delayed quotes for SNY, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.
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