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Sun Life Financial Inc. options tape

Read from CBOE's delayed chain on 26 September 2026, with Sun Life Financial Inc. at $79.91: open interest within 90 days was 131 call and 1,690 put contracts, a put/call ratio of 12.9; the day's volume was 0 calls and 0 puts. The most call open interest sits at the $85.00 strike (67 contracts) and the most put open interest at $65.00 (1,052). The at-the-money straddle for 16 October 2026, 20 days out, was priced at 3.5% of spot. For 16 October 2026, implied volatility was 22.6% at the put 5% below spot and 20.3% at the call 5% above, +2.3 points.

Spot$79.91+0.58% on the day
Put/call, open interest12.91,690 puts, 131 calls
Put/call, volumen/a0 puts, 0 calls
Priced move3.5%straddle to 16 October 2026, 20 days
30-day implied volatility20.1%
Put minus call IV, 5% out+2.3 ptsto 16 October 2026

Where the open interest sits

SideStrikeOpen interest
Calls$85.0067
Puts$65.001,052

The strike with the most open interest on each side, across expiries within 90 days.

Open-interest builds against the previous day appear from the second daily read of this name.

Source

CBOE delayed quotes for SLF, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.

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