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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sun Life Financial Inc. (SLF) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2025 AC
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 1.6
Avg Daily Volume: 640,741    Market Cap: 37.2B
Sector: Financial    Short Interest: 0.26
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
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 $2.85
($59.01)
4.75% -9.21% O -6.32% O $55.28 $4.85
( $55.28 )
70.18%
Aug. 12, 2024 AC 1.2 $47.96 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 2, 2022 AC 1.2 $41.68 @$40.00

 
 
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