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SLF - Sun Life Financial
Implied Volatility Analysis

Implied Volatility:
31.7%

Sun Life Financial has an Implied Volatility (IV) of 31.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SLF is 10 and the Implied Volatility Percentile (IVP) is 14. The current Implied Volatility Index for SLF is -0.91 standard deviations away from its 1 year mean.

Market Cap$27.19B
Dividend Yield5.87% ($2.72)
Next Earnings Date2/8/2023 (73d)
Implied Volatility (IV) 30d
31.71
Implied Volatility Rank (IVR) 1y
10.08
Implied Volatility Percentile (IVP) 1y
13.76
Historical Volatility (HV) 30d
26.57
IV / HV
1.19
Open Interest
9.57K

Data was calculated after the 11/25/2022 closing.

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