Sanofi - American Depositary Shares (SNY)'s 30-day implied volatility (IV30) was 29.2% at the close on November 6, 2026, up from 28.4% the day before, against a 52-week range of 17.6% to 33.7%. Its 20-day historical volatility was 26.3%.

Key numbers

30-day implied volatility (IV30): 29.2%
IV30 52-week range: 17.6% to 33.7% (median 24.8%)
Historical volatility: 20-day 26.3%, 1-year 22.9%
Implied move by the nearest expiration: ±1.8%

Data as of November 6, 2026.

SNY Implied Volatility (IV) vs Historical Volatility (HV)

Name: SNY Implied Volatility
Creator: Market Chameleon