Bank of Nova Scotia (BNS)
NYSE: BNS
· Real-Time Price · USD
63.38
-0.90 (-1.40%)
At close: Sep 12, 2025, 3:59 PM
63.91
0.85%
After-hours: Sep 12, 2025, 07:11 PM EDT
BNS Delta Exposure By Expiry
The total Delta Exposure (DEX) for BNS across all expirations shows 836,525.29 net shares that market makers must hedge, with 900,043.43 from calls and 63,518.14 from puts. The put-call delta ratio of 0.07 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
BNS DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 370,676.76 | -32,022.05 | 338,654.71 | 0.09 |
| Oct 17, 25 | 27,591.16 | -10,969.66 | 16,621.5 | 0.40 |
| Dec 19, 25 | 110,292.4 | -5,867.11 | 104,425.29 | 0.05 |
| Jan 16, 26 | 359,364.44 | -13,042.18 | 346,322.26 | 0.04 |
| Mar 20, 26 | 32,118.67 | -1,617.14 | 30,501.53 | 0.05 |