BNS Delta Exposure (DEX)

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Bank of Nova Scotia BNS 92.63 -0.71 -0.76%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

ATM IV

0.264

Put Call Ratio (OI)

1.01

Put Call Ratio (Vol)

0.274

IV Rank

IV Percentile

91.5

Max pain

Delta exposure (2026-11-10)

Delta

Delta approximates how many cents the option moves for a $1 move in the underlying.
A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

\text{DTE}

|\Delta|

Moneyness

View values by strike

BNS · Delta exposure · 2026-11-10. Delta-weighted share equivalents.
Strike	Calls	Puts
35.00	97.4	0
42.50	0	-18.7
45.00	0	-128
47.50	0	-1.95
50.00	0	-22.2
55.00	0	-95
57.50	0	-57.3
60.00	281	-240
62.50	0	-68.6
65.00	1.75 K	-138
67.50	0	-257
70.00	3.3 K	-398
72.50	2.68 K	-7.26 K
75.00	5.02 K	-667
77.50	4.39 K	-1.47 K
80.00	55.2 K	-2.67 K
82.50	14 K	-8.63 K
85.00	30.7 K	-3.6 K
87.50	40.9 K	-17.1 K
90.00	55.7 K	-28.3 K
92.50	73.4 K	-35.9 K
95.00	61.6 K	-113 K
97.50	29.3 K	-3.65 K
100.00	25.2 K	0
105.00	4.26 K	-10.2 K
110.00	1.03 K	0
115.00	317	0
120.00	615	0

Bank of Nova Scotia BNS 92.63 -0.71 -0.76%

Delta exposure (2026-11-10) Delta Delta approximates how many cents the option moves for a $1 move in the underlying.A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money. Got it

Delta exposure (2026-11-10)

Delta

Delta approximates how many cents the option moves for a $1 move in the underlying.
A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.