What move does the options market price into Sun Life Financial's report?

Implied ±2.7%, either direction.

SLFNYSELife Insurance

Sun Life Financial Inc (SLF) earnings date, market-implied expected move, and options open interest by expiry

80.93

Closed16:00 ET

Open81.85Volume343,068Mkt cap$49.0BP/E8.98Div yield3.35%

Day80.33 – 81.8540%52-wk55.24 – 83.6590%

SLF

Sun Life Financial Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±2.7%implied · report alone

78.6983.13

straddle ±4.3%

spot 80.91exp Nov 20ATM strike 80ATM straddle 4.12IV 26%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

after close · in 4 days

confirmed

Calendar

Next report

Last report

—

Largest filed tie

filed ties

13F top-10 QoQ

−3.20%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

493 managers

Top fund weight

1.37%

SLF weight · EWC

N-PORTAug 31 '26

2 funds

Sun Life Financial (SLF) reports on Nov 4 after close (confirmed date).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 4 expiries · Oct 29 close

13.96OI · 4 expiries · Oct 29 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

1,410+11%Nov 2020d101+20%

0—Dec 1848d0.0060%0.00

0—Jan 1576d—0——

780%Feb 19111d1.5949+2%1.59

ExpiryPutsCallsP/C

Nov 2020d1,410+11%101+20%13.96

Dec 1848d0—60%0.00

Jan 1576d0—0—

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±4.3%

Funds 2

EWC±0.1%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.21· ±1.0% vs ±0.8% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.0%9 of 11×1.21

FOMCrate decision±0.8%12 of 25×0.96

PCEpersonal income & outlays±0.8%12 of 20×0.95

GDPgross domestic product±0.8%13 of 20×0.93

NFPjobs report±0.7%7 of 10×0.90

CPIconsumer prices±0.6%8 of 11×0.78

CPROFcorporate profits±0.5%8 of 12×0.61

Bar = avg |move| to ±2% · tick = ±0.8% avg day · ×base = |move| ÷ ±0.8% · min 6 releases

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod