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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. 24, 2025 AC
OS Projected Window: Sept. 22, 2025 to Sept. 27, 2025
EVR: 1.8
Avg Daily Volume: 791,322    Market Cap: 32.9B
Sector: Financial    Short Interest: 0.64
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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. 7, 2025 AC 1.6 $61.49 @$60.00 $2.50
($61.49)
4.17% -8.57% O -8.05% O $56.54 $3.55
( $56.54 )
42.0%
May 8, 2025 AC 1.6 $59.94 @$60.00 $2.25
($59.94)
3.75% 5.67% O 3.67% I $62.14 $3.38
( $62.14 )
50.22%
Feb. 12, 2025 AC 1.3 $59.01 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 13, 2023 AC 1.1 $47.84 @$50.00
Aug. 8, 2023 AC 1.1 $51.05 @$50.00
May 11, 2023 AC 1.2 $47.78 @$50.00
Feb. 8, 2023 AC 1.3 $50.17 @$50.00

 
 
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