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Sun Life Financial Inc. SLF

FINANCIAL SERVICES · INSURANCE - DIVERSIFIED
i

Market dataready · fetched 2026-11-12T14:56:42.213Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T14:56:20.101880257Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:56:41.732290+00:00

Share price$73.24
1D-0.5%
$73.16$73.28$73.39$73.51$73.625:30 AM6:30 AM9:00 AM1:00 PMSLF
Sold putSold call

Sun Life Financial Inc. options

Live interpolated SLF call and put midpoint premiums by absolute delta.Sun Life Financial Inc.$0.95$2.39$3.82$5.25$6.68$64.95$69.75$74.55$79.34$84.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SLF spot · $73.23SLF PRICE$1.39$1.86$2.33$2.79$3.26$3.73$4.19$5.07$6.27$1.11$1.19$1.27$1.34$1.42$1.50$1.58$1.66$1.74$1.81$1.89$1.97
Puts——
Calls——
Skew——
Implied moveBullish±$3.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.3691.6%12.3%
25Δ66.2185.4%11.2%
30Δ67.0679.1%10.2%
35Δ67.9172.9%9.1%
40Δ74.4240.7%3.5%68.7666.6%8.1%
45Δ73.7443.2%3.2%69.6060.4%7.0%
50Δ73.0545.7%2.9%70.4554.2%6.0%
55Δ72.3648.2%2.6%71.3047.9%4.9%
60Δ71.6850.7%2.3%72.1541.7%3.9%
65Δ70.9953.2%2.0%73.0035.4%2.8%
70Δ70.3055.7%1.7%73.8529.2%1.7%
75Δ69.2158.3%1.4%74.7023.0%0.7%
80Δ67.8060.9%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.36
IV
91.6%
B/E move
12.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.21
IV
85.4%
B/E move
11.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.06
IV
79.1%
B/E move
10.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.91
IV
72.9%
B/E move
9.1%

40Δ

Calls
Pseudo strike
74.42
IV
40.7%
B/E move
3.5%
Puts
Pseudo strike
68.76
IV
66.6%
B/E move
8.1%

45Δ

Calls
Pseudo strike
73.74
IV
43.2%
B/E move
3.2%
Puts
Pseudo strike
69.60
IV
60.4%
B/E move
7.0%

50Δ

Calls
Pseudo strike
73.05
IV
45.7%
B/E move
2.9%
Puts
Pseudo strike
70.45
IV
54.2%
B/E move
6.0%

55Δ

Calls
Pseudo strike
72.36
IV
48.2%
B/E move
2.6%
Puts
Pseudo strike
71.30
IV
47.9%
B/E move
4.9%

60Δ

Calls
Pseudo strike
71.68
IV
50.7%
B/E move
2.3%
Puts
Pseudo strike
72.15
IV
41.7%
B/E move
3.9%

65Δ

Calls
Pseudo strike
70.99
IV
53.2%
B/E move
2.0%
Puts
Pseudo strike
73.00
IV
35.4%
B/E move
2.8%

70Δ

Calls
Pseudo strike
70.30
IV
55.7%
B/E move
1.7%
Puts
Pseudo strike
73.85
IV
29.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
69.21
IV
58.3%
B/E move
1.4%
Puts
Pseudo strike
74.70
IV
23.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
67.80
IV
60.9%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend23.73%
Daily EOD
SLF21.9%23.4%25.0%2026-10-19: 22.08%2026-10-20: 23.10%2026-10-21: 23.52%2026-10-22: 23.40%2026-10-23: 23.74%2026-10-26: 24.55%2026-10-27: 23.54%2026-10-28: 24.81%2026-10-29: 22.41%2026-10-30: 23.73%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.08%
23.10%
23.52%
23.40%
23.74%
24.55%
23.54%
24.81%
22.41%
23.73%