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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sun Life Financial Inc. (SLF) - NYSE Next Earnings Date: Estimated on Nov. 5, 2025
EVR: 1.8
Avg Daily Volume: 385,490    Market Cap: 34.3B
Sector: Financial    Short Interest: 0.49
Live Interactive Chart
Days to Next Earnings: 1 Days
Implied Move Monthly: 4.18%       Expires on: Nov. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
Nov. 5, 2025 AC None $0.00 @$60.00 $2.55
($61.02)
4.18% -None% I -None% I $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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