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Sun Life Financial Inc. SLF

FINANCIAL SERVICES · INSURANCE - DIVERSIFIED
i

Market dataready · fetched 2026-10-23T02:57:54.248Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.001523245Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:57:53.716623+00:00

Share price$80.81
1D+0.4%
AH$80.08$80.32$80.57$80.82$81.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLF
Sold putSold callAH

Sun Life Financial Inc. options

Live interpolated SLF call and put midpoint premiums by absolute delta.Sun Life Financial Inc.$0.80$2.79$4.78$6.77$8.76$72.30$76.23$80.15$84.08$88.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLF spot · $80.81SLF PRICE$1.04$1.11$1.17$1.36$1.56$1.76$1.96$2.16$2.36$2.93$3.52$4.12$4.72$1.01$1.24$1.47$1.70$1.92$2.35$2.89$3.43$3.96$4.50$5.04$6.55$8.19
PutsExpensive1.80×
CallsExpensive1.39×
SkewBearish+5.80 pp
Implied moveBearish±$4.85
TiltBearish19.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.3542.4%13.1%74.4038.3%9.2%
25Δ87.5235.7%9.7%75.9235.6%7.6%
30Δ84.8428.1%6.4%77.1433.2%6.4%
35Δ84.0426.7%5.7%78.3530.8%5.1%
40Δ83.2525.4%4.9%79.5728.5%3.9%
45Δ82.4524.0%4.2%80.5627.8%3.2%
50Δ81.6522.7%3.5%81.4328.0%2.8%
55Δ80.8621.3%2.7%82.3028.2%2.4%
60Δ80.0620.0%2.0%83.1728.5%2.0%
65Δ79.2819.9%1.7%84.0428.7%1.6%
70Δ78.5019.8%1.5%84.9028.9%1.2%
75Δ77.7219.8%1.3%86.6331.0%0.9%
80Δ76.9319.7%1.0%88.4733.4%0.7%

20Δ

Calls
Pseudo strike
90.35
IV
42.4%
B/E move
13.1%
Puts
Pseudo strike
74.40
IV
38.3%
B/E move
9.2%

25Δ

Calls
Pseudo strike
87.52
IV
35.7%
B/E move
9.7%
Puts
Pseudo strike
75.92
IV
35.6%
B/E move
7.6%

30Δ

Calls
Pseudo strike
84.84
IV
28.1%
B/E move
6.4%
Puts
Pseudo strike
77.14
IV
33.2%
B/E move
6.4%

35Δ

Calls
Pseudo strike
84.04
IV
26.7%
B/E move
5.7%
Puts
Pseudo strike
78.35
IV
30.8%
B/E move
5.1%

40Δ

Calls
Pseudo strike
83.25
IV
25.4%
B/E move
4.9%
Puts
Pseudo strike
79.57
IV
28.5%
B/E move
3.9%

45Δ

Calls
Pseudo strike
82.45
IV
24.0%
B/E move
4.2%
Puts
Pseudo strike
80.56
IV
27.8%
B/E move
3.2%

50Δ

Calls
Pseudo strike
81.65
IV
22.7%
B/E move
3.5%
Puts
Pseudo strike
81.43
IV
28.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
80.86
IV
21.3%
B/E move
2.7%
Puts
Pseudo strike
82.30
IV
28.2%
B/E move
2.4%

60Δ

Calls
Pseudo strike
80.06
IV
20.0%
B/E move
2.0%
Puts
Pseudo strike
83.17
IV
28.5%
B/E move
2.0%

65Δ

Calls
Pseudo strike
79.28
IV
19.9%
B/E move
1.7%
Puts
Pseudo strike
84.04
IV
28.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
78.50
IV
19.8%
B/E move
1.5%
Puts
Pseudo strike
84.90
IV
28.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
77.72
IV
19.8%
B/E move
1.3%
Puts
Pseudo strike
86.63
IV
31.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
76.93
IV
19.7%
B/E move
1.0%
Puts
Pseudo strike
88.47
IV
33.4%
B/E move
0.7%

Options history

No recorded observations