Bank of Nova Scotia (BNS)
NYSE: BNS
· Real-Time Price · USD
65.24
0.18 (0.28%)
At close: Oct 03, 2025, 3:59 PM
65.51
0.41%
After-hours: Oct 03, 2025, 06:00 PM EDT
BNS Delta Exposure By Expiry
The total Delta Exposure (DEX) for BNS across all expirations shows 503,197.97 net shares that market makers must hedge, with 570,386.96 from calls and 67,188.99 from puts. The put-call delta ratio of 0.12 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 |
|---|---|---|---|---|
| Oct 17, 25 | 38,311.8 | -13,053.12 | 25,258.68 | 0.34 |
| Nov 21, 25 | 1,725 | -4,254.67 | -2,529.67 | 2.47 |
| Dec 19, 25 | 118,653.47 | -17,868.54 | 100,784.93 | 0.15 |
| Jan 16, 26 | 361,153.43 | -19,643.77 | 341,509.66 | 0.05 |
| Mar 20, 26 | 42,989.7 | -12,043.62 | 30,946.08 | 0.28 |
| Nov 20, 26 | 7,553.56 | -325.27 | 7,228.29 | 0.04 |