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Bank of Nova Scotia BNS

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Market datapartial · fetched 2026-10-23T04:27:27.983Z

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 · 2026-10-22T23:00:00.003776357Z

FundamentalsAlpha Vantage · unavailable

Share price$93.41
1D-0.2%
AH$92.37$92.72$93.08$93.43$93.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBNS
Sold putSold callAH

Bank of Nova Scotia options

Live interpolated BNS call and put midpoint premiums by absolute delta.Bank of Nova Scotia$0.48$1.98$3.49$5.00$6.51$85.60$89.16$92.71$96.26$99.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BNS spot · $93.41BNS PRICE$0.64$0.72$0.86$1.01$1.21$1.60$1.98$2.37$2.75$3.17$3.59$4.01$4.64$0.66$0.86$1.07$1.28$1.50$1.85$2.19$2.54$2.96$3.61$4.27$5.05$6.07
PutsCheap0.90×
CallsFair1.02×
SkewBearish+1.65 pp
Implied moveBearish±$4.17
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.1024.6%7.9%89.1221.7%5.3%
25Δ97.2819.1%4.9%90.1321.6%4.4%
30Δ96.4518.1%4.2%90.9420.9%3.8%
35Δ95.6317.1%3.5%91.7520.2%3.1%
40Δ94.8616.6%2.9%92.5519.6%2.5%
45Δ94.2717.6%2.6%93.2019.7%2.2%
50Δ93.6818.5%2.4%93.8519.9%1.9%
55Δ93.0919.5%2.2%94.5020.0%1.5%
60Δ92.5020.5%2.0%95.2120.2%1.2%
65Δ91.8220.1%1.7%96.0720.9%1.0%
70Δ91.1519.7%1.4%96.9421.6%0.8%
75Δ90.4719.3%1.1%97.9222.3%0.6%
80Δ89.6119.4%0.9%99.1422.9%0.4%

20Δ

Calls
Pseudo strike
100.10
IV
24.6%
B/E move
7.9%
Puts
Pseudo strike
89.12
IV
21.7%
B/E move
5.3%

25Δ

Calls
Pseudo strike
97.28
IV
19.1%
B/E move
4.9%
Puts
Pseudo strike
90.13
IV
21.6%
B/E move
4.4%

30Δ

Calls
Pseudo strike
96.45
IV
18.1%
B/E move
4.2%
Puts
Pseudo strike
90.94
IV
20.9%
B/E move
3.8%

35Δ

Calls
Pseudo strike
95.63
IV
17.1%
B/E move
3.5%
Puts
Pseudo strike
91.75
IV
20.2%
B/E move
3.1%

40Δ

Calls
Pseudo strike
94.86
IV
16.6%
B/E move
2.9%
Puts
Pseudo strike
92.55
IV
19.6%
B/E move
2.5%

45Δ

Calls
Pseudo strike
94.27
IV
17.6%
B/E move
2.6%
Puts
Pseudo strike
93.20
IV
19.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
93.68
IV
18.5%
B/E move
2.4%
Puts
Pseudo strike
93.85
IV
19.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
93.09
IV
19.5%
B/E move
2.2%
Puts
Pseudo strike
94.50
IV
20.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
92.50
IV
20.5%
B/E move
2.0%
Puts
Pseudo strike
95.21
IV
20.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
91.82
IV
20.1%
B/E move
1.7%
Puts
Pseudo strike
96.07
IV
20.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
91.15
IV
19.7%
B/E move
1.4%
Puts
Pseudo strike
96.94
IV
21.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
90.47
IV
19.3%
B/E move
1.1%
Puts
Pseudo strike
97.92
IV
22.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
89.61
IV
19.4%
B/E move
0.9%
Puts
Pseudo strike
99.14
IV
22.9%
B/E move
0.4%

Options history

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