Sanofi American Depositary Shares (Each representing one-half of one ordinary share) (SNY) options flow
Price delayed 15 minutes
Options flow session · Last trade
The optional price chart loads separately. Recorded options trades are available below.
Session chart data
| Strike (USD) | Net GEX per 1% move (USD) |
|---|---|
| $32.50 | -$22,871 |
| $35 | -$15,139 |
| $37.50 | -$200,351 |
| $40 | -$449,413 |
| $42.50 | $378,773 |
| $45 | $415,152 |
| $47.50 | $245,525 |
| $50 | $39,750 |
| $52.50 | $20,483 |
| $55 | -$23,930 |
| $57.50 | -$50,877 |
| $60 | $160,343 |
SNY session snapshot
Bullflow recorded 1 SNY options trades on Wednesday, October 28, 2026, totaling $17,280 in premium. Calls made up $17.28K (100.0%) across 1 trades and puts $0.00 (0.0%) across 0 trades, a put/call premium ratio of 0.00.
0 trades were sweeps and 1 were blocks. 1 filled at or above the ask, 0 at or below the bid and 0 at the mid. The largest was a $17,280 block of 80 Jan 21, 2028 $50 Call trade at 15:03:20 ET, filled at the ask.
SNY closed at $42.24, up 0.84% from the prior close. Net gamma exposure was $523.23K per 1% move at the Oct 28, 2026, 15:59:18 ET snapshot; the largest positive GEX strike was $45.
- Company
- Sanofi American Depositary Shares (Each representing one-half of one ordinary share)
- Exchange
- NASDAQ
- Sector
- Unavailable
- Close
- $42.24
SNY options flow statistics
- Total premium
- $17.28K
- Recorded trades
- 1
- Call premium
- $17.28K
- Put premium
- $0.00
- Put/call premium ratio
- 0.00
- Avg premium per trade
- $17.28K
- Calls / puts (trades)
- 1 / 0
- Sweeps / blocks
- 0 / 1
- At or above ask
- 1
- At or below bid
- 0
- Largest trade
- $17.28K
- Last trade
Where the premium went
in calls
$17.28K · 1 trades
Premium
Trade type
Fill side
SNY largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| SNY Jan 21, 2028 $50 | Call | $17,280 | 80 | Ask | Block |
Each of the 1 largest trades had a different contract.
The 1 largest trades total $17.28K of $17.28K
SNY gamma exposure
- Spot at snapshot
- $42.22
- Net GEX per 1% move
- $523.23K
- Largest positive strike
- $45
- Largest negative strike
- $40
Closing snapshot , 24 strikes across 8 expirations (Unavailable to Unavailable).
SNY options flow questions
What was the largest SNY options trade on October 28, 2026?
A $17,280 block of 80 SNY Jan 21, 2028 $50 Call trade at 15:03:20 ET, filled at the ask. It was the largest of 1 trades Bullflow recorded for SNY that session.
How much SNY options premium traded on October 28, 2026?
$17,280 across 1 recorded sweeps and blocks: $17,280 in calls (1 trades) and $0 in puts (0 trades).
Was SNY options flow bullish or bearish on October 28, 2026?
Calls were 100.0% of premium (put/call premium ratio 0.00). 0 of 1 trades filled at or below the bid and 1 at or above the ask. Premium and fill side do not show whether a trade opened or closed a position or was a hedge, so they do not establish direction on their own.
What are SNY's gamma exposure levels?
At the Oct 28, 2026 closing snapshot (15:59:18 ET, spot $42.22), SNY net GEX was $523.23K per 1% move. The largest positive GEX strike was $45. The largest negative GEX strike was $40. The snapshot covers 24 strikes and 8 expirations.
How often is SNY options flow data updated?
The page shows a completed session (October 28, 2026, last trade 15:03:20 ET) and updates after the next trading day becomes historical. Intraday SNY flow is in the Bullflow dashboard and API.
How to read this data
This summary covers recorded single-leg sweeps and blocks with positive premium, excluding cancelled trades. It describes the covered flow, not all options-market volume. Total premium is gross traded premium; it is not net buying pressure. The interactive dashboard can use different filters and may show different totals.
Calls, puts, and execution near the bid or ask provide context but do not establish whether a position was opened or closed, whether it was part of a hedge, or where the stock will move next. The session updates after the next trading day becomes historical.
Stock prices show regular-session candles delayed at least 15 minutes. The latest view refreshes during market hours; the flow-session view places recorded trades on their original date, using interpolated stock prices between candle samples. Gamma exposure shows its separately dated public closing snapshot.