BNS · Expected Move
Bank of Nova Scotia
The expected move for BNS is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
BNS straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current BNS Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$2.20
30-Day ATM IV
21.0%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to BNS's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
BNS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $5.00 | $2.20 | 21.0% | 50% |
| 20261007 | $5.12 | $2.30 | 21.6% | 59% |
| 20261006 | $5.33 | $2.30 | 20.8% | 48% |
| 20261005 | $5.38 | $2.42 | 20.5% | 45% |
| 20261002 | $3.30 | $3.30 | 20.0% | 38% |
| 20261001 | $2.92 | $2.92 | 19.9% | 36% |
| 20260930 | $2.97 | $2.97 | 19.8% | 34% |
| 20260929 | $3.33 | $3.33 | 20.8% | 48% |
| 20260928 | $3.23 | $3.23 | 20.2% | 40% |
| 20260925 | $3.60 | $3.60 | 20.5% | 45% |
| 20260924 | $3.70 | $3.70 | 20.3% | 42% |
| 20260923 | $3.83 | $3.83 | 21.2% | 54% |
| 20260922 | $3.30 | $3.30 | 19.2% | 27% |
| 20260921 | $3.75 | $3.75 | 19.8% | 34% |
| 20260918 | $4.10 | $1.20 | 19.4% | 29% |
| 20260917 | $4.67 | $1.12 | 20.3% | 41% |
| 20260916 | $4.38 | $2.93 | 21.3% | 55% |
| 20260915 | $4.03 | $1.80 | 18.8% | 16% |
| 20260914 | $4.53 | $1.90 | 20.2% | 30% |
| 20260911 | $4.32 | $2.38 | 18.7% | 10% |
| 20260910 | $5.08 | $2.17 | 21.5% | 31% |
| 20260909 | $4.78 | $3.22 | 20.8% | 25% |
| 20260908 | $4.50 | $2.40 | 18.7% | 11% |
| 20260904 | $4.88 | $2.77 | 18.9% | 12% |
| 20260903 | $5.25 | $3.67 | 20.5% | 24% |
| 20260902 | $3.27 | $3.27 | 19.4% | 15% |
| 20260901 | $3.55 | $3.55 | 18.4% | 8% |
| 20260831 | $2.62 | $2.62 | 19.6% | 17% |
| 20260828 | $3.28 | $3.28 | 19.4% | 16% |
| 20260827 | $3.75 | $3.75 | 19.6% | 17% |
| 20260826 | $3.57 | $3.57 | 17.8% | 4% |
| 20260825 | $3.53 | $3.53 | 18.6% | 10% |
| 20260824 | $3.95 | $3.95 | 21.8% | 33% |
| 20260821 | $4.03 | $0.22 | 20.6% | 24% |
| 20260820 | $4.22 | $1.35 | 20.9% | 26% |
| 20260819 | $4.28 | $1.27 | 21.1% | 28% |
| 20260818 | $4.40 | $1.38 | 21.0% | 27% |
| 20260817 | $4.40 | $2.50 | 20.6% | 24% |
| 20260814 | $4.20 | $1.90 | 18.9% | 12% |
| 20260813 | $4.78 | $1.90 | 20.5% | 24% |
| 20260812 | $4.93 | $2.23 | 21.3% | 29% |
| 20260811 | $4.88 | $2.38 | 21.3% | 29% |
| 20260810 | $5.30 | $2.98 | 22.0% | 34% |
| 20260807 | — | — | 21.9% | 33% |
| 20260806 | $5.45 | $3.17 | 21.8% | 33% |
| 20260805 | $3.42 | $3.42 | 20.9% | 27% |
| 20260804 | $2.92 | $2.92 | 21.6% | 31% |
| 20260803 | $3.43 | $3.43 | 21.9% | 34% |
| 20260731 | $4.12 | $4.12 | 23.7% | 47% |
| 20260730 | $3.10 | $3.10 | 20.9% | 27% |
| 20260729 | $5.12 | $5.12 | 24.6% | 53% |
| 20260728 | $3.77 | $3.77 | 20.9% | 26% |
| 20260727 | $3.45 | $3.45 | 20.8% | 25% |
| 20260724 | $3.47 | $3.47 | 19.0% | 13% |
| 20260723 | $4.25 | $4.25 | 22.1% | 35% |
| 20260722 | $4.15 | $4.15 | 20.7% | 25% |
| 20260721 | $4.57 | $4.57 | 22.5% | 38% |
| 20260720 | $4.30 | $4.30 | 21.0% | 27% |
| 20260716 | $4.10 | $0.93 | 18.2% | 7% |
| 20260715 | $5.20 | $1.30 | 22.3% | 37% |
More on BNS
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.