Sanofi - American Depositary Shares (SNY)'s 30-day implied volatility (IV30) was 26.1% at the close on October 16, 2026, down from 27.3% the day before, against a 52-week range of 17.6% to 33.7%. Its 20-day historical volatility was 25.6%.

Key numbers

30-day implied volatility (IV30): 26.1%
IV30 52-week range: 17.6% to 33.7% (median 24.4%)
Historical volatility: 20-day 25.6%, 1-year 22.6%
Implied move by the nearest expiration: ±1.5%

Data as of October 16, 2026.

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

Name: SNY Implied Volatility
Creator: Market Chameleon