Sun Life Financial Inc. (SLF)
SLF Daily Delta Exposure
SLF's current Delta Exposure (DEX) is 5.51K shares, which is 96% larger than the 3M average of 2.82K shares. During this period, DEX ranged from -530.2599999999998 on Aug 8, 2025 to 5.82K on Aug 12, 2025, swinging between net long and short dealer positioning. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 0.35 shows bullish call positioning but leaves the market vulnerable to pullbacks. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 14, 2025 | 8,433.14 | -2,921.29 | 5,511.85 | 0.35 |
| Aug 12, 2025 | 9,212.91 | -3,388.88 | 5,824.03 | 0.37 |
| Aug 11, 2025 | 6,081.02 | -3,555.75 | 2,525.27 | 0.58 |
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