SLF · Expected Move
Sun Life Financial Inc.
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).
SLF straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current SLF Expected Move
30-Day Straddle
$4.47
7-Day Straddle
$1.55
30-Day ATM IV
23.2%
IV Rank
56%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $4.47 | $1.55 | 23.2% | 56% |
| 20261015 | $5.17 | $2.45 | 25.6% | 73% |
| 20261014 | $6.05 | $2.85 | 28.7% | 94% |
| 20261013 | $4.88 | $3.52 | 24.0% | 62% |
| 20261012 | $4.82 | $3.00 | 25.3% | 70% |
| 20261009 | $5.45 | $2.08 | 25.5% | 72% |
| 20261008 | $5.22 | $2.80 | 25.5% | 72% |
| 20261007 | $5.28 | $2.92 | 24.9% | 68% |
| 20261006 | $5.33 | $2.58 | 22.9% | 53% |
| 20261005 | $5.75 | $2.98 | 25.0% | 69% |
| 20261002 | $2.88 | $2.88 | 23.9% | 61% |
| 20261001 | $2.60 | $2.60 | 21.6% | 44% |
| 20260930 | $2.88 | $2.88 | 21.7% | 45% |
| 20260929 | $2.33 | $2.33 | 20.8% | 39% |
| 20260928 | $2.80 | $2.80 | 20.6% | 37% |
| 20260925 | $2.83 | $2.83 | 22.2% | 48% |
| 20260924 | $2.95 | $2.95 | 20.4% | 36% |
| 20260923 | $3.40 | $3.40 | 20.2% | 35% |
| 20260922 | $3.25 | $3.25 | 18.7% | 24% |
| 20260921 | $4.28 | $4.28 | 22.8% | 53% |
| 20260918 | $3.53 | $2.17 | 18.8% | 25% |
| 20260917 | $3.62 | $1.15 | 16.2% | 7% |
| 20260916 | $3.42 | $1.95 | 18.6% | 23% |
| 20260915 | $3.73 | $1.25 | 19.8% | 32% |
| 20260914 | $3.48 | $1.40 | 18.2% | 21% |
| 20260911 | $3.93 | $2.05 | 20.2% | 35% |
| 20260910 | $4.05 | $1.83 | 20.2% | 34% |
| 20260909 | $3.85 | $2.12 | 19.7% | 31% |
| 20260908 | $3.80 | $2.38 | 19.3% | 29% |
| 20260904 | $3.12 | $2.25 | 15.3% | 0% |
| 20260903 | $3.93 | $2.42 | 17.9% | 12% |
| 20260902 | $3.17 | $3.17 | 20.9% | 35% |
| 20260901 | $3.32 | $3.32 | 20.6% | 33% |
| 20260831 | $3.38 | $3.38 | 20.3% | 31% |
| 20260828 | $3.45 | $3.45 | 20.3% | 30% |
| 20260827 | $3.53 | $3.53 | 20.2% | 30% |
| 20260826 | $3.38 | $3.38 | 20.1% | 29% |
| 20260825 | $2.70 | $2.70 | 17.1% | 7% |
| 20260824 | $2.47 | $2.47 | 16.2% | 0% |
| 20260821 | $3.67 | $1.57 | 20.3% | 28% |
| 20260820 | $3.15 | $1.45 | 18.0% | 10% |
| 20260819 | $3.38 | $1.12 | 18.7% | 16% |
| 20260818 | $4.17 | $1.75 | 22.0% | 42% |
| 20260817 | $4.20 | $1.60 | 22.1% | 43% |
| 20260814 | $4.25 | $2.20 | 20.2% | 28% |
| 20260813 | $4.33 | $2.42 | 21.1% | 34% |
| 20260812 | $4.45 | $2.80 | 22.2% | 43% |
| 20260811 | $4.22 | $2.12 | 20.2% | 27% |
| 20260810 | $4.83 | $3.48 | 22.0% | 42% |
| 20260806 | $4.55 | $4.40 | 23.7% | 55% |
| 20260805 | $4.40 | $4.40 | 24.8% | 63% |
| 20260804 | $5.28 | $5.28 | 27.4% | 84% |
| 20260803 | $5.40 | $5.40 | 26.2% | 75% |
| 20260731 | $5.00 | $5.00 | 25.8% | 71% |
| 20260730 | $4.97 | $4.97 | 27.0% | 80% |
| 20260729 | $5.55 | $5.55 | 29.5% | 100% |
| 20260728 | $4.85 | $4.85 | 27.3% | 92% |
| 20260727 | $5.12 | $5.12 | 28.3% | 100% |
| 20260724 | $4.75 | $4.75 | 25.3% | 76% |
| 20260723 | $5.33 | $5.33 | 26.4% | 85% |
More on SLF
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.