Sun Life Financial Inc. (SLF)
NYSE: SLF
· Real-Time Price · USD
58.92
-0.09 (-0.15%)
At close: Sep 26, 2025, 3:59 PM
58.88
-0.07%
After-hours: Sep 26, 2025, 06:25 PM EDT
SLF Delta Exposure By Expiry
The total Delta Exposure (DEX) for SLF across all expirations shows 1,368.73 net shares that market makers must hedge, with 3,245.22 from calls and 1,876.49 from puts. The put-call delta ratio of 0.58 suggests neutral market maker positioning.
SLF DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Oct 17, 25 | 418.49 | -537.09 | -118.6 | 1.28 |
Nov 21, 25 | 2,313.77 | -479.76 | 1,834.01 | 0.21 |
Feb 20, 26 | 512.96 | -859.64 | -346.68 | 1.68 |
May 15, 26 | 0 | 0 | 0 | n/a |