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SNY - Sanofi (ADR)
Implied Volatility Analysis

Implied Volatility:
43.1%
Put/Call-Ratio:
0.26

Sanofi (ADR) has an Implied Volatility (IV) of 43.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SNY is 51 and the Implied Volatility Percentile (IVP) is 96. The current Implied Volatility Index for SNY is 1.86 standard deviations away from its 1 year mean.

Market Cap$126.60B
Dividend Yield3.48% ($1.74)
Next Earnings Date7/28/2022 (25d)
Implied Volatility (IV) 30d
43.06
Implied Volatility Rank (IVR) 1y
51.42
Implied Volatility Percentile (IVP) 1y
96.34
Historical Volatility (HV) 30d
32.42
IV / HV
1.33
Open Interest
5.72K
Option Volume
53.00
Put/Call Ratio (Volume)
0.26

Data was calculated after the 7/1/2022 closing.

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