SLF · Sun Life Financial Inc

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$82.25 +0.84 (+1.03%) At close · Jul 24

Market Cap

$45.59B

554.30M

Options Chain

15-min delayed Underlying $82.25 · today Options Calculator

Positioning

Aug 21, 2026 · 26 days to expiry · 24 contracts

Put / call OI

0.24

Call-heavy positioning

Open interest

957

contracts outstanding

Volume

108

traded today

Max pain

$75.00

$7.25 below spot

ATM implied vol

25.4%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 26d Sep 18 54d Nov 20 117d Feb 19 208d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	—	—	—		—	—	—	—	0
Call · $35 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $35 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $40 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $40 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	2	—	—	$18.30		—	—	—	—	0
Call · $45 In the money Last $18.30 Breakeven $63.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $45 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	2	—	—	$15.80		$0.22	—	—	6	13
Call · $50 In the money Last $15.80 Breakeven $65.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $50 Last $0.22 Breakeven $49.78 Implied vol — Delta — Gamma — Theta — Vega — Open interest 13 Model this put
6	2	—	—	$17.57		$0.80	—	—	10	10
Call · $55 In the money Last $17.57 Breakeven $72.57 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this call Put · $55 Last $0.80 Breakeven $54.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 Model this put
0	—	—	—	—		—	-0.057	81%	—	0
Call · $60 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $60 Last — Breakeven — Implied vol 81% Delta -0.057 ≈6% ITM Gamma 0.006 Theta -0.039 Vega 0.033 Open interest 0 Model this put
12	1	—	—	$11.86		$0.55	-0.072	64.2%	1	9
Call · $65 In the money Last $11.86 Breakeven $76.86 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 Model this call Put · $65 Last $0.55 Breakeven $64.45 Implied vol 64.2% Delta -0.072 ≈7% ITM Gamma 0.01 Theta -0.037 Vega 0.035 Open interest 9 Model this put
30	15	—	—	$3.31		$2.24	-0.085	45.9%	1	5
Call · $70 In the money Last $3.31 Breakeven $73.31 Implied vol — Delta — Gamma — Theta — Vega — Open interest 30 Model this call Put · $70 Last $2.24 Breakeven $67.76 Implied vol 45.9% Delta -0.085 ≈9% ITM Gamma 0.015 Theta -0.03 Vega 0.036 Open interest 5 Model this put
20	1	31.4%	0.875	$2.22		$0.55	-0.143	33.7%	1	149
Call · $75 In the money Last $2.22 Breakeven $77.22 Implied vol 31.4% Delta 0.875 ≈88% ITM Gamma 0.031 Theta -0.026 Vega 0.049 Open interest 20 Model this call Put · $75 Last $0.55 Breakeven $74.45 Implied vol 33.7% Delta -0.143 ≈14% ITM Gamma 0.031 Theta -0.032 Vega 0.056 Open interest 149 Model this put
21	4	26.4%	0.663	$2.90		$1.70	-0.326	24.5%	2	2
Call · $80 In the money Last $2.90 Breakeven $82.90 Implied vol 26.4% Delta 0.663 ≈66% ITM Gamma 0.064 Theta -0.04 Vega 0.075 Open interest 21 Model this call Put · $80 Last $1.70 Breakeven $78.30 Implied vol 24.5% Delta -0.326 ≈33% ITM Gamma 0.068 Theta -0.038 Vega 0.075 Open interest 2 Model this put
Underlying $82.25
105	1	27.3%	0.337	$0.86		$22.20	-0.662	27.1%	2	0
Call · $85 Last $0.86 Breakeven $85.86 Implied vol 27.3% Delta 0.337 ≈34% ITM Gamma 0.061 Theta -0.042 Vega 0.077 Open interest 105 Model this call Put · $85 In the money Last $22.20 Breakeven $62.80 Implied vol 27.1% Delta -0.662 ≈66% ITM Gamma 0.062 Theta -0.043 Vega 0.077 Open interest 0 Model this put
574	57	23.4%	0.076	$0.23		—	-0.896	25.8%	—	0
Call · $90 Last $0.23 Breakeven $90.23 Implied vol 23.4% Delta 0.076 ≈8% ITM Gamma 0.028 Theta -0.014 Vega 0.04 Open interest 574 Model this call Put · $90 In the money Last — Breakeven — Implied vol 25.8% Delta -0.896 ≈90% ITM Gamma 0.031 Theta -0.02 Vega 0.04 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1097362 CUSIP 866796105 13F (30d) 113 filings 110 filers Visit website Investor relations