Bank of Nova Scotia (BNS)
NYSE: BNS
· Real-Time Price · USD
56.78
0.15 (0.26%)
At close: Aug 15, 2025, 3:59 PM
56.78
0.00%
After-hours: Aug 15, 2025, 04:58 PM EDT
BNS Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for BNS across all expirations is 22,993.97 shares per 1% move, with 41,545.02 from calls and 18,551.05 from puts. The put-call GEX ratio of 0.45 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Jan 16, 26 expiration with 9,846.39 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.
BNS GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 19,702.97 | -12,654.08 | 7,048.89 | 0.64 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 7,305.9 | -1,849.62 | 5,456.28 | 0.25 |
| Jan 16, 26 | 13,853.74 | -4,007.35 | 9,846.39 | 0.29 |
| Mar 20, 26 | 682.41 | -40 | 642.41 | 0.06 |