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SLF - Sun Life Financial
Implied Volatility Analysis

Implied Volatility:
37.1%

Sun Life Financial has an Implied Volatility (IV) of 37.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SLF is 23 and the Implied Volatility Percentile (IVP) is 60. The current Implied Volatility Index for SLF is -0.06 standard deviations away from its 1 year mean.

Market Cap$27.11B
Dividend Yield6.00% ($2.77)
Next Earnings Date5/11/2023 (40d)
Implied Volatility (IV) 30d
37.15
Implied Volatility Rank (IVR) 1y
23.35
Implied Volatility Percentile (IVP) 1y
59.52
Historical Volatility (HV) 30d
21.93
IV / HV
1.69
Open Interest
3.17K
Option Volume
5.00

Data was calculated after the 3/31/2023 closing.

This stock chart shows SLF Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for SLF Sun Life Financial over a one year time horizon.
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