BNS · Bank Of Nova Scotia

Track BNS — free Ask ALVIS about BNS

$88.55 +1.42 (+1.63%) At close · Aug 5

Market Cap

$108.14B

1.22B

Options Chain

15-min delayed Underlying $88.55 · at close Aug 5, 2026 Options Calculator

Positioning

Aug 21, 2026 · 15 days to expiry · 52 contracts

Put / call OI

0.37

Call-heavy positioning

Open interest

2,748

contracts outstanding

Volume

108

traded today

Max pain

$85.00

$3.55 below spot

ATM implied vol

20.1%

market's expected move

Open interest by strike

Calls Puts

42.5

47.5

72.5

77.5

82.5

87.5

92.5

97.5

100

105

110

115

120

125

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 15d Sep 18 43d Oct 16 71d Nov 20 106d Dec 18 134d Mar 19 225d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	—	—	—		—	—	—	—	0
Call · $40 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $40 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $42.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $42.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $45 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $45 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $47.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $47.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $50 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $50 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $55 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $55 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $60 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $60 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	-0.051	102.5%	—	0
Call · $65 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $65 Last — Breakeven — Implied vol 102.5% Delta -0.051 ≈5% ITM Gamma 0.006 Theta -0.065 Vega 0.016 Open interest 0 Model this put
0	—	—	—	—		$0.60	-0.058	81.1%	5	6
Call · $70 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $70 Last $0.60 Breakeven $69.40 Implied vol 81.1% Delta -0.058 ≈6% ITM Gamma 0.008 Theta -0.057 Vega 0.017 Open interest 6 Model this put
0	—	—	—	—		$0.60	-0.067	72.1%	3	10
Call · $72.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $72.5 Last $0.60 Breakeven $71.90 Implied vol 72.1% Delta -0.067 ≈7% ITM Gamma 0.01 Theta -0.056 Vega 0.029 Open interest 10 Model this put
0	—	—	—	—		$0.15	-0.061	58.4%	2	8
Call · $75 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $75 Last $0.15 Breakeven $74.85 Implied vol 58.4% Delta -0.061 ≈6% ITM Gamma 0.011 Theta -0.043 Vega 0.017 Open interest 8 Model this put
0	40	—	—	$8.50		$0.19	-0.044	42%	1	8
Call · $77.5 In the money Last $8.50 Breakeven $86.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $77.5 Last $0.19 Breakeven $77.31 Implied vol 42% Delta -0.044 ≈4% ITM Gamma 0.012 Theta -0.023 Vega 0.018 Open interest 8 Model this put
38	1	—	—	$7.85		$0.26	-0.087	41.2%	1	41
Call · $80 In the money Last $7.85 Breakeven $87.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 38 Model this call Put · $80 Last $0.26 Breakeven $79.74 Implied vol 41.2% Delta -0.087 ≈9% ITM Gamma 0.021 Theta -0.039 Vega 0.031 Open interest 41 Model this put
12	1	—	—	$6.70		$0.45	-0.092	30.2%	3	29
Call · $82.5 In the money Last $6.70 Breakeven $89.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 Model this call Put · $82.5 Last $0.45 Breakeven $82.05 Implied vol 30.2% Delta -0.092 ≈9% ITM Gamma 0.03 Theta -0.03 Vega 0.032 Open interest 29 Model this put
1.2k	3	—	—	$4.15		$0.65	-0.18	27.8%	5	208
Call · $85 In the money Last $4.15 Breakeven $89.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.2k Model this call Put · $85 Last $0.65 Breakeven $84.35 Implied vol 27.8% Delta -0.18 ≈18% ITM Gamma 0.051 Theta -0.044 Vega 0.048 Open interest 208 Model this put
216	5	11.2%	0.839	$2.15		$1.00	-0.344	29.1%	1	280
Call · $87.5 In the money Last $2.15 Breakeven $89.65 Implied vol 11.2% Delta 0.839 ≈84% ITM Gamma 0.125 Theta -0.014 Vega 0.048 Open interest 216 Model this call Put · $87.5 Last $1.00 Breakeven $86.50 Implied vol 29.1% Delta -0.344 ≈34% ITM Gamma 0.07 Theta -0.066 Vega 0.064 Open interest 280 Model this put
Underlying $88.55
307	6	15.8%	0.433	$0.90		$3.71	-0.531	27.1%	26	145
Call · $90 Last $0.90 Breakeven $90.90 Implied vol 15.8% Delta 0.433 ≈43% ITM Gamma 0.136 Theta -0.036 Vega 0.073 Open interest 307 Model this call Put · $90 In the money Last $3.71 Breakeven $86.29 Implied vol 27.1% Delta -0.531 ≈53% ITM Gamma 0.08 Theta -0.066 Vega 0.073 Open interest 145 Model this put
156	1	16.6%	0.168	$0.18		—	-0.655	36.8%	—	0
Call · $92.5 Last $0.18 Breakeven $92.68 Implied vol 16.6% Delta 0.168 ≈17% ITM Gamma 0.083 Theta -0.024 Vega 0.049 Open interest 156 Model this call Put · $92.5 In the money Last — Breakeven — Implied vol 36.8% Delta -0.655 ≈66% ITM Gamma 0.055 Theta -0.083 Vega 0.065 Open interest 0 Model this put
10	1	28.2%	0.157	$0.05		—	-0.737	42.8%	—	0
Call · $95 Last $0.05 Breakeven $95.05 Implied vol 28.2% Delta 0.157 ≈16% ITM Gamma 0.046 Theta -0.04 Vega 0.05 Open interest 10 Model this call Put · $95 In the money Last — Breakeven — Implied vol 42.8% Delta -0.737 ≈74% ITM Gamma 0.041 Theta -0.085 Vega 0.066 Open interest 0 Model this put
0	—	—	—	—		—	-0.759	55.1%	—	0
Call · $97.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $97.5 In the money Last — Breakeven — Implied vol 55.1% Delta -0.759 ≈76% ITM Gamma 0.031 Theta -0.105 Vega 0.051 Open interest 0 Model this put
31	1	—	—	$0.05		$12.10	-0.799	59.3%	1	0
Call · $100 Last $0.05 Breakeven $100.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 31 Model this call Put · $100 In the money Last $12.10 Breakeven $87.90 Implied vol 59.3% Delta -0.799 ≈80% ITM Gamma 0.025 Theta -0.1 Vega 0.051 Open interest 0 Model this put
0	—	—	—	—		—	-0.819	77.8%	—	0
Call · $105 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $105 In the money Last — Breakeven — Implied vol 77.8% Delta -0.819 ≈82% ITM Gamma 0.018 Theta -0.122 Vega 0.053 Open interest 0 Model this put
0	—	—	—	—		—	-0.85	89.5%	—	0
Call · $110 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $110 In the money Last — Breakeven — Implied vol 89.5% Delta -0.85 ≈85% ITM Gamma 0.014 Theta -0.126 Vega 0.036 Open interest 0 Model this put
0	—	—	—	—		—	-0.863	101.1%	—	0
Call · $115 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $115 In the money Last — Breakeven — Implied vol 101.1% Delta -0.863 ≈86% ITM Gamma 0.012 Theta -0.132 Vega 0.037 Open interest 0 Model this put
0	—	—	—	—		$32.07	-0.867	114.9%	1	0
Call · $120 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $120 In the money Last $32.07 Breakeven $87.93 Implied vol 114.9% Delta -0.867 ≈87% ITM Gamma 0.01 Theta -0.146 Vega 0.037 Open interest 0 Model this put
0	—	—	—	—		—	-0.855	134.8%	—	0
Call · $125 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $125 In the money Last — Breakeven — Implied vol 134.8% Delta -0.855 ≈86% ITM Gamma 0.009 Theta -0.181 Vega 0.038 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 9631 CUSIP 064149107 13F (30d) 245 filings 222 filers Visit website Investor relations