BNS (Bank of Nova Scotia)

Expected Move & Straddle Price History

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).

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.

Current BNS Expected Move
30-Day Straddle
$4.10
7-Day Straddle
$0.93
Avg IV
0.5%
IV Rank
29%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260716 $4.10 $0.93 0.5% 29%
20260715 $5.20 $1.30 0.3% 5%
20260714 $4.17 $1.48 0.3% 3%
20260713 $4.33 $1.40 0.3% 5%
20260710 $4.40 $1.65 0.4% 13%
20260709 $4.50 $2.05 0.4% 9%
20260708 $4.70 $2.05 0.4% 7%
20260707 $4.95 $2.42 0.3% 5%
20260706 $4.22 $2.52 0.3% 0%
20260702 $2.20 $2.20 0.8% 58%
20260701 $3.40 $3.40 0.5% 26%
20260630 $2.95 $2.95 0.6% 33%
20260629 $2.65 $2.65 0.5% 15%
20260626 $3.08 $3.08 0.6% 30%
20260625 $3.45 $3.45 0.6% 35%
20260624 $3.12 $3.12 0.3% 1%
20260623 $3.52 $3.52 0.4% 14%
20260622 $3.45 $3.45 0.6% 29%
20260618 $3.60 $0.38 0.5% 26%
20260617 $3.95 $0.98 0.4% 6%
20260616 $3.48 $1.00 0.5% 15%
20260615 $3.62 $1.25 0.4% 3%
20260613 $4.03 $1.67 0.4% 4%
20260612 $4.03 $1.85 0.5% 18%
20260611 $4.03 $1.95 0.5% 24%
20260610 $4.10 $2.02 0.5% 18%
20260609 $4.07 $2.15 0.4% 9%
20260608 $4.30 $2.40 0.4% 10%
20260605 $4.53 $2.45 0.4% 14%
20260604 $4.45 $2.52 0.4% 4%
20260603 $4.47 $2.40 0.4% 19%
20260602 $2.88 $2.88 1.1% 100%
20260601 $3.08 $3.08 1.0% 100%
20260529 $2.53 $2.53 0.7% 60%
20260528 $2.80 $2.80 0.8% 71%
20260527 $3.17 $3.17 0.7% 55%
20260526 $3.70 $3.70 0.6% 51%
20260522 $3.92 $3.92 0.7% 53%
20260521 $3.92 $3.92 0.7% 57%
20260520 $3.90 $3.90 0.6% 43%
20260519 $3.92 $3.92 0.6% 47%
20260518 $3.90 $3.90 0.5% 37%
20260515 $3.98 $0.80 0.6% 40%
20260514 $4.12 $1.68 0.6% 45%
20260513 $4.22 $1.80 0.6% 50%
20260512 $4.15 $1.25 0.6% 42%
20260511 $4.35 $1.52 0.6% 46%
20260510 $4.55 $1.67 0.7% 56%
20260508 $4.55 $1.67 0.6% 45%
20260507 $4.62 $1.95 0.6% 49%
20260506 $4.83 $2.12 0.5% 39%
20260505 $4.57 $2.10 0.6% 50%
20260504 $4.68 $2.33 0.6% 44%
20260502 $2.42 $2.42 0.7% 64%
20260501 $2.42 $2.42 0.7% 62%
20260430 $2.50 $2.50 0.5% 39%
20260429 $2.65 $2.65 0.8% 67%
20260428 $2.50 $2.50 0.4% 24%
20260427 $2.80 $2.80 0.5% 32%
20260424 $2.90 $2.90 0.5% 35%