SLF (Sun Life Financial Inc.)
Expected Move & Straddle Price History
The expected move for SLF is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current SLF Expected Move
30-Day Straddle
$3.32
7-Day Straddle
$3.32
Avg IV
0.6%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to SLF's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
SLF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260901 | $3.32 | $3.32 | 0.6% | 50% |
| 20260831 | $3.38 | $3.38 | 0.5% | 40% |
| 20260828 | $3.45 | $3.45 | 0.4% | 25% |
| 20260827 | $3.53 | $3.53 | 0.4% | 26% |
| 20260826 | $3.38 | $3.38 | 0.6% | 53% |
| 20260825 | $2.70 | $2.70 | 0.5% | 32% |
| 20260824 | $2.47 | $2.47 | 0.5% | 36% |
| 20260821 | $3.67 | $1.57 | 0.5% | 37% |
| 20260820 | $3.15 | $1.45 | 0.5% | 36% |
| 20260819 | $3.38 | $1.12 | 0.5% | 28% |
| 20260818 | $4.17 | $1.75 | 0.5% | 33% |
| 20260817 | $4.20 | $1.60 | 0.5% | 33% |
| 20260814 | $4.25 | $2.20 | 0.5% | 28% |
| 20260813 | $4.33 | $2.42 | 0.4% | 17% |
| 20260812 | $4.45 | $2.80 | 0.5% | 29% |
| 20260811 | $4.22 | $2.12 | 0.5% | 28% |
| 20260810 | $4.83 | $3.48 | 0.4% | 25% |
| 20260806 | $4.55 | $4.40 | 0.3% | 14% |
| 20260805 | $4.40 | $4.40 | 0.4% | 27% |
| 20260804 | $5.28 | $5.28 | 0.6% | 42% |
| 20260803 | $5.40 | $5.40 | 0.8% | 68% |
| 20260731 | $5.00 | $5.00 | 0.7% | 64% |
| 20260730 | $4.97 | $4.97 | 0.8% | 71% |
| 20260729 | $5.55 | $5.55 | 0.7% | 57% |
| 20260728 | $4.85 | $4.85 | 0.7% | 54% |
| 20260727 | $5.12 | $5.12 | 0.4% | 26% |
| 20260724 | $4.75 | $4.75 | 0.4% | 15% |
| 20260723 | $5.33 | $5.33 | 0.4% | 15% |
| 20260722 | $4.78 | $4.78 | 0.6% | 43% |
| 20260721 | $4.78 | $4.78 | 0.4% | 14% |
| 20260720 | $5.00 | $5.00 | 0.4% | 25% |
| 20260716 | $5.58 | $1.78 | 0.4% | 24% |
| 20260715 | $5.53 | $1.40 | 0.4% | 25% |
| 20260714 | $5.03 | $1.10 | 0.5% | 40% |
| 20260713 | $4.33 | $1.93 | 0.5% | 38% |
| 20260710 | $4.33 | $1.30 | 0.5% | 34% |
| 20260709 | $4.78 | $1.42 | 0.5% | 29% |
| 20260708 | $4.75 | $1.62 | 0.5% | 31% |
| 20260707 | $5.03 | $1.55 | 0.6% | 45% |
| 20260706 | $4.83 | $1.98 | 0.5% | 36% |
| 20260702 | $1.58 | $1.58 | 0.5% | 29% |
| 20260701 | $2.17 | $2.17 | 0.7% | 64% |
| 20260630 | $2.58 | $2.58 | 0.5% | 28% |
| 20260629 | $2.67 | $2.67 | 0.4% | 24% |
| 20260626 | $3.10 | $3.10 | 0.4% | 24% |
| 20260625 | $3.30 | $3.30 | 0.5% | 37% |
| 20260624 | $3.75 | $3.75 | 0.4% | 23% |
| 20260623 | $3.38 | $3.38 | 0.4% | 15% |
| 20260622 | $3.28 | $3.28 | 0.5% | 38% |
| 20260618 | $3.02 | $1.82 | 0.3% | 13% |
| 20260617 | $3.48 | $2.35 | 0.5% | 28% |
| 20260616 | $3.62 | $5.30 | 0.4% | 25% |
| 20260615 | $3.52 | $1.83 | 0.4% | 18% |
| 20260613 | $4.30 | $1.97 | 0.4% | 24% |
| 20260612 | $4.47 | $1.95 | 0.5% | 33% |
| 20260611 | $4.07 | $1.60 | 0.5% | 39% |
| 20260610 | $3.80 | $1.35 | 0.4% | 20% |
| 20260609 | $3.85 | $1.70 | 0.4% | 20% |
| 20260608 | $4.42 | $2.15 | 0.4% | 23% |
| 20260605 | $4.33 | $2.25 | 0.2% | 0% |