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SNY - Sanofi (ADR)
Implied Volatility Analysis

Implied Volatility:
66.4%
Put/Call-Ratio:
0.53

Sanofi (ADR) has an Implied Volatility (IV) of 66.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SNY is 65 and the Implied Volatility Percentile (IVP) is 99. The current Implied Volatility Index for SNY is 3.78 standard deviations away from its 1 year mean.

Market Cap$113.90B
Dividend Yield3.88% ($1.74)
Next Earnings Date2/3/2023 (57d)
Implied Volatility (IV) 30d
66.41
Implied Volatility Rank (IVR) 1y
65.29
Implied Volatility Percentile (IVP) 1y
99.21
Historical Volatility (HV) 30d
32.00
IV / HV
2.08
Open Interest
73.50K
Option Volume
6.40K
Put/Call Ratio (Volume)
0.53

Data was calculated after the 12/6/2022 closing.

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