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SLF - Sun Life Financial
Implied Volatility Analysis

Implied Volatility:
52.3%

Sun Life Financial has an Implied Volatility (IV) of 52.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SLF is 31 and the Implied Volatility Percentile (IVP) is 79. The current Implied Volatility Index for SLF is 0.65 standard deviations away from its 1 year mean.

Market Cap$27.55B
Dividend Yield5.41% ($2.54)
Next Earnings Date11/2/2022 (84d)
Next Dividend Date8/23/2022 (13d) !
Implied Volatility (IV) 30d
52.28
Implied Volatility Rank (IVR) 1y
30.50
Implied Volatility Percentile (IVP) 1y
78.78
Historical Volatility (HV) 30d
21.65
IV / HV
2.41
Open Interest
19.18K
Option Volume
1.00

Data was calculated after the 8/9/2022 closing.

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