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
$5.58
7-Day Straddle
$1.78
Avg IV
0.4%
IV Rank
24%
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 |
|---|---|---|---|---|
| 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% |
| 20260604 | $4.85 | $3.02 | 0.3% | 0% |
| 20260603 | $5.08 | $3.17 | 0.5% | 25% |
| 20260602 | $3.52 | $3.52 | 0.7% | 56% |
| 20260601 | $2.85 | $2.85 | 0.7% | 52% |
| 20260529 | $3.10 | $3.10 | 0.7% | 51% |
| 20260528 | $3.23 | $3.23 | 0.6% | 44% |
| 20260527 | $3.67 | $3.67 | 0.4% | 14% |
| 20260526 | $2.65 | $2.65 | 0.5% | 22% |
| 20260522 | $3.35 | $3.35 | 0.6% | 39% |
| 20260521 | $4.00 | $4.00 | 0.5% | 21% |
| 20260520 | $3.67 | $3.67 | 0.5% | 22% |
| 20260519 | $3.35 | $3.35 | 0.4% | 16% |
| 20260518 | $4.15 | $4.15 | 0.5% | 31% |
| 20260515 | $3.42 | $1.90 | 0.4% | 15% |
| 20260514 | $3.40 | $1.80 | 0.4% | 12% |
| 20260513 | $3.25 | $1.40 | 0.4% | 12% |
| 20260512 | $3.33 | $1.30 | 0.5% | 23% |
| 20260511 | $3.12 | $1.55 | 0.4% | 10% |
| 20260510 | $3.08 | $1.62 | 0.5% | 18% |
| 20260508 | $3.08 | $1.62 | 0.4% | 8% |
| 20260507 | $4.35 | $1.77 | 0.5% | 20% |
| 20260506 | $4.38 | $3.52 | 0.5% | 21% |
| 20260505 | $4.93 | $3.88 | 0.5% | 23% |
| 20260504 | $4.58 | $3.85 | 0.5% | 31% |
| 20260502 | $4.88 | $4.88 | 1.0% | 100% |
| 20260501 | $4.97 | $4.97 | 1.0% | 100% |
| 20260430 | $3.95 | $3.95 | 0.7% | 82% |
| 20260429 | $3.80 | $3.80 | 0.8% | 100% |
| 20260428 | $3.80 | $3.80 | 0.8% | 97% |
| 20260427 | $4.30 | $4.30 | 0.8% | 98% |
| 20260424 | $3.47 | $3.47 | 0.8% | 97% |