SLF
Sun Life Financial Inc.Open77.54+0.20 +0.26%USD
NYSE · as of Oct 13, 10:18 ET · 20m delay
Open
77.96
Prev close
77.34
Day range
77.3378.28
52-week range
57.2284.38
Volume
35.14K0.05×
Mkt cap
43.11B
P/E ttm
18.12
Fwd P/E
12.80
EPS ttm
4.28
Div yield
3.50%
Earnings
Nov 4, 2026
From 52w high
−8.11%
SLF market-implied price distribution
SLF Price at Expiry
9 OTM quotes · ATM IV 22.9%
Days to expiry
38
Fri, Nov 20, 2026
P(finish above spot)
48%
spot 77.54
Expected price
76.88
forward 77.41
68% range
72–83
−7.5% / +6.9%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 54.56 | −29.6% |
| 16% | 71.69 | −7.5% |
| 25% | 73.78 | −4.9% |
| 50% (median) | 77.24 | −0.4% |
| 75% | 80.76 | +4.2% |
| 84% | 82.92 | +6.9% |
| 95% | 95.45 | +23.1% |
Move Odds
| Up 5% or more (81.42) | 22% |
|---|---|
| Up 10% or more (85.29) | 11% |
| Down 5% or more (73.66) | 24% |
| Down 10% or more (69.79) | 11% |
Options price a 10%+ drop at 11%, 1.3× the 8.7% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.