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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sun Life Financial Inc. (SLF) - NYSE Next Earnings Date: OS Estimate: Sept. 23, 2026 AC
OS Projected Window: Sept. 21, 2026 to Sept. 26, 2026
EVR: 1.9
Avg Daily Volume: 964,085    Market Cap: 43.7B
Sector: Financial Services    Short Interest: 1.28
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Aug. 6, 2026 AC 1.9 $82.32 @$80.00 $5.33
($82.32)
6.66% -2.68% I -0.49% I $81.91 $3.08
( $81.91 )
-42.21%
May 6, 2026 AC 2.0 $73.10 @$75.00 $3.33
($73.10)
4.44% -5.06% O -4.91% O $69.51 $4.70
( $69.51 )
41.14%
Feb. 11, 2026 AC 1.9 $64.91 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 AC 1.8 $61.67 @$60.00
Aug. 7, 2025 AC 1.6 $61.49 @$60.00
May 8, 2025 AC 1.6 $59.94 @$60.00
Feb. 12, 2025 AC 1.3 $59.01 @$60.00
Aug. 12, 2024 AC 1.2 $47.96 @$50.00
May 9, 2024 AC 1.0 $53.70 @$55.00
Feb. 7, 2024 AC 1.1 $52.58 @$55.00

 
 
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