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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
14
IV Percentile
91.5
Max pain
95

Gamma exposure (2026-11-10)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
10.0
219.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-57.6
57.6
View values by strike
BNS · Gamma exposure · 2026-11-10. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 9.44 0
42.50 0 -105
45.00 0 -757
47.50 0 -12.3
50.00 0 -205
55.00 0 -819
57.50 0 -573
60.00 124 -1.82 K
62.50 0 -593
65.00 952 -1.12 K
67.50 0 -2.02 K
70.00 2.62 K -5.81 K
72.50 2.41 K -112 K
75.00 5.82 K -10.3 K
77.50 5.96 K -17 K
80.00 94.5 K -51 K
82.50 30.3 K -91.1 K
85.00 87.2 K -45.5 K
87.50 157 K -242 K
90.00 382 K -680 K
92.50 731 K -530 K
95.00 1.1 M -951 K
97.50 756 K -18.8 K
100.00 324 K 0
105.00 57.9 K -8.35 K
110.00 12.3 K 0
115.00 3.51 K 0
120.00 4.15 K 0