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Bank of Nova Scotia BNS

i

Market datapartial · fetched 2026-11-11T15:57:16.513Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:57:07.470028787Z

FundamentalsAlpha Vantage · unavailable

Share price$92.94
1D-1.6%
$92.21$92.79$93.38$93.96$94.545:30 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$0.20$1.34$2.48$3.63$4.77$87.81$90.50$93.19$95.88$98.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BNS spot · $92.94BNS PRICE$0.32$0.42$0.63$0.84$1.05$1.26$1.48$1.69$2.23$2.91$3.58$4.11$4.44$0.52$0.63$0.76$0.89$1.02$1.17$1.35$1.54$1.72$1.90$2.08$2.27$3.70
PutsCheap0.84×
CallsCheap0.83×
SkewBullish-2.44 pp
Implied moveBullish±$2.83
TiltBullish12.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.6819.4%3.3%89.2531.1%4.5%
25Δ94.9719.1%2.6%90.2828.3%3.5%
30Δ94.5820.1%2.4%90.8926.9%3.0%
35Δ94.1921.1%2.2%91.5125.5%2.5%
40Δ93.7922.1%2.0%92.1224.1%2.0%
45Δ93.4023.1%1.9%92.6422.9%1.6%
50Δ93.0124.0%1.7%93.0222.2%1.4%
55Δ92.6225.0%1.5%93.3921.4%1.2%
60Δ91.9627.8%1.3%93.7620.6%1.0%
65Δ91.1931.3%1.2%94.1419.8%0.8%
70Δ90.4234.8%1.1%94.5119.1%0.6%
75Δ89.7535.2%1.0%94.8818.3%0.3%
80Δ89.2032.1%0.8%96.4023.3%0.3%

20Δ

Calls
Pseudo strike
95.68
IV
19.4%
B/E move
3.3%
Puts
Pseudo strike
89.25
IV
31.1%
B/E move
4.5%

25Δ

Calls
Pseudo strike
94.97
IV
19.1%
B/E move
2.6%
Puts
Pseudo strike
90.28
IV
28.3%
B/E move
3.5%

30Δ

Calls
Pseudo strike
94.58
IV
20.1%
B/E move
2.4%
Puts
Pseudo strike
90.89
IV
26.9%
B/E move
3.0%

35Δ

Calls
Pseudo strike
94.19
IV
21.1%
B/E move
2.2%
Puts
Pseudo strike
91.51
IV
25.5%
B/E move
2.5%

40Δ

Calls
Pseudo strike
93.79
IV
22.1%
B/E move
2.0%
Puts
Pseudo strike
92.12
IV
24.1%
B/E move
2.0%

45Δ

Calls
Pseudo strike
93.40
IV
23.1%
B/E move
1.9%
Puts
Pseudo strike
92.64
IV
22.9%
B/E move
1.6%

50Δ

Calls
Pseudo strike
93.01
IV
24.0%
B/E move
1.7%
Puts
Pseudo strike
93.02
IV
22.2%
B/E move
1.4%

55Δ

Calls
Pseudo strike
92.62
IV
25.0%
B/E move
1.5%
Puts
Pseudo strike
93.39
IV
21.4%
B/E move
1.2%

60Δ

Calls
Pseudo strike
91.96
IV
27.8%
B/E move
1.3%
Puts
Pseudo strike
93.76
IV
20.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
91.19
IV
31.3%
B/E move
1.2%
Puts
Pseudo strike
94.14
IV
19.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
90.42
IV
34.8%
B/E move
1.1%
Puts
Pseudo strike
94.51
IV
19.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
89.75
IV
35.2%
B/E move
1.0%
Puts
Pseudo strike
94.88
IV
18.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
89.20
IV
32.1%
B/E move
0.8%
Puts
Pseudo strike
96.40
IV
23.3%
B/E move
0.3%

Options history

IV · four-Friday blend21.44%
Daily close
BNS18.8%23.4%28.0%2026-08-13: 19.76%2026-08-14: 19.48%2026-08-17: 22.22%2026-08-18: 22.08%2026-08-19: 24.44%2026-08-21: 20.78%2026-08-24: 22.39%2026-08-25: 19.98%2026-08-26: 19.73%2026-08-27: 20.25%2026-08-28: 20.35%2026-08-31: 20.29%2026-09-01: 20.16%2026-09-02: 20.65%2026-09-03: 19.87%2026-09-04: 20.20%2026-09-09: 22.74%2026-09-10: 21.46%2026-09-11: 20.61%2026-09-14: 21.38%2026-09-15: 21.88%2026-09-16: 27.38%2026-09-18: 20.77%2026-09-21: 21.03%2026-09-22: 20.68%2026-09-23: 21.50%2026-09-24: 21.69%2026-09-25: 21.17%2026-09-28: 20.81%2026-09-29: 21.37%2026-09-30: 19.90%2026-10-01: 20.71%2026-10-02: 21.27%2026-10-05: 20.73%2026-10-06: 20.67%2026-10-07: 22.15%2026-10-08: 21.83%2026-10-09: 21.26%2026-10-12: 24.35%2026-10-13: 21.84%2026-10-16: 20.86%2026-10-19: 20.98%2026-10-20: 21.59%2026-10-21: 20.43%2026-10-22: 20.57%2026-10-23: 21.65%2026-10-26: 21.60%2026-10-27: 21.38%2026-10-28: 20.55%2026-10-29: 20.59%2026-10-30: 21.44%Aug 13Sep 23Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.76%
19.48%
22.22%
22.08%
24.44%
20.78%
22.39%
19.98%
19.73%
20.25%
20.35%
20.29%
20.16%
20.65%
19.87%
20.20%
22.74%
21.46%
20.61%
21.38%
21.88%
27.38%
20.77%
21.03%
20.68%
21.50%
21.69%
21.17%
20.81%
21.37%
19.90%
20.71%
21.27%
20.73%
20.67%
22.15%
21.83%
21.26%
24.35%
21.84%
20.86%
20.98%
21.59%
20.43%
20.57%
21.65%
21.60%
21.38%
20.55%
20.59%
21.44%