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Bank of Nova Scotia BNS

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Market datapartial · fetched 2026-10-22T14:07:04.440Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:06:56.55142726Z

FundamentalsAlpha Vantage · unavailable

Share price$93.64
1D+0.1%
$93.09$93.25$93.41$93.57$93.735:30 AM6:30 AM9:00 AM1:00 PMBNS
Sold putSold call

Bank of Nova Scotia options

Live interpolated BNS call and put midpoint premiums by absolute delta.Bank of Nova Scotia$0.38$1.78$3.18$4.58$5.98$83.96$88.52$93.08$97.65$102.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BNS spot · $93.64BNS PRICE$0.53$0.70$0.93$1.16$1.38$1.67$2.01$2.35$2.69$3.22$3.90$4.57$5.44$0.66$0.87$1.09$1.31$1.56$1.88$2.20$2.52$2.94$3.44$3.94$4.54$5.58
PutsCheap0.68×
CallsCheap0.76×
SkewBearish+0.71 pp
Implied moveBearish±$4.21
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.2217.8%5.5%89.2621.8%5.4%
25Δ97.3518.0%4.7%90.3321.2%4.4%
30Δ96.6818.3%4.2%91.1520.7%3.8%
35Δ96.0118.5%3.8%91.9820.2%3.2%
40Δ95.3418.7%3.3%92.7419.9%2.6%
45Δ94.6818.9%2.9%93.4019.8%2.3%
50Δ94.0419.1%2.6%94.0619.7%1.9%
55Δ93.4019.2%2.3%94.7219.6%1.5%
60Δ92.7619.4%1.9%95.4319.6%1.2%
65Δ91.9820.0%1.7%96.1619.6%1.0%
70Δ91.1120.9%1.5%96.9019.6%0.7%
75Δ90.2321.8%1.2%97.7219.8%0.5%
80Δ89.1622.3%1.0%98.9320.6%0.3%

20Δ

Calls
Pseudo strike
98.22
IV
17.8%
B/E move
5.5%
Puts
Pseudo strike
89.26
IV
21.8%
B/E move
5.4%

25Δ

Calls
Pseudo strike
97.35
IV
18.0%
B/E move
4.7%
Puts
Pseudo strike
90.33
IV
21.2%
B/E move
4.4%

30Δ

Calls
Pseudo strike
96.68
IV
18.3%
B/E move
4.2%
Puts
Pseudo strike
91.15
IV
20.7%
B/E move
3.8%

35Δ

Calls
Pseudo strike
96.01
IV
18.5%
B/E move
3.8%
Puts
Pseudo strike
91.98
IV
20.2%
B/E move
3.2%

40Δ

Calls
Pseudo strike
95.34
IV
18.7%
B/E move
3.3%
Puts
Pseudo strike
92.74
IV
19.9%
B/E move
2.6%

45Δ

Calls
Pseudo strike
94.68
IV
18.9%
B/E move
2.9%
Puts
Pseudo strike
93.40
IV
19.8%
B/E move
2.3%

50Δ

Calls
Pseudo strike
94.04
IV
19.1%
B/E move
2.6%
Puts
Pseudo strike
94.06
IV
19.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
93.40
IV
19.2%
B/E move
2.3%
Puts
Pseudo strike
94.72
IV
19.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
92.76
IV
19.4%
B/E move
1.9%
Puts
Pseudo strike
95.43
IV
19.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
91.98
IV
20.0%
B/E move
1.7%
Puts
Pseudo strike
96.16
IV
19.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
91.11
IV
20.9%
B/E move
1.5%
Puts
Pseudo strike
96.90
IV
19.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
90.23
IV
21.8%
B/E move
1.2%
Puts
Pseudo strike
97.72
IV
19.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
89.16
IV
22.3%
B/E move
1.0%
Puts
Pseudo strike
98.93
IV
20.6%
B/E move
0.3%

Options history

BNS20.3321.0121.682026-10-20: 21.59%2026-10-21: 20.43%Oct 20Oct 21
Table
DateIV
21.59%
20.43%