Home Options BNSChain

BNS

Bank Nova Scotia Halifax Pfd 3Close $78.95EOD only

Max Pain

$77.50

Next expiry Jun 18, 2026

Expected Move

±$3.95

5.0% from close

Price Gap

-1.45

Distance to max pain

IV Rank

Low premium

P/C OI

0.62

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: May 20, 2026 close

End-of-day snapshot

This page reflects BNS options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

May 20, 2026 close

BNS Options Chain

Data as of market close May 20, 2026

Expiration

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row

Next expiry (DTE 29)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
35.00	35.26	0.00	0.00	0.00	0	0	0.0%	1.000	0.0000	-0.004	0.000	0.028
47.50	26.32	25.80	29.50	0.00	0	0	0.0%	1.000	0.0000	-0.006	0.000	0.038
60.00	13.70	14.70	17.40	0.00	2	1	0.0%	1.000	0.0000	-0.007	0.000	0.048
62.50	15.60	14.50	18.40	0.00	1	8	92.9%	0.850	0.0113	-0.089	0.052	0.039
65.00	5.00	0.00	0.00	0.00	15	0	0.0%	1.000	0.0000	-0.008	0.000	0.051
67.50	9.95	9.60	12.00	0.00	10	31	45.9%	0.903	0.0167	-0.037	0.038	0.047
70.00	7.65	8.00	9.60	0.00	3	73	40.1%	0.875	0.0230	-0.039	0.046	0.047
72.50	5.27	5.00	7.20	0.00	7	74	33.5%	0.838	0.0329	-0.039	0.055	0.047
75.00	4.70	4.70	5.10	1.40	12	297	30.4%	0.752	0.0468	-0.043	0.070	0.043
77.50	2.75	2.80	3.20	0.90	47	793	26.9%	0.628	0.0632	-0.044	0.084	0.037
80.00	1.52	1.40	1.75	0.62	48	477	24.6%	0.458	0.0724	-0.041	0.088	0.027
82.50	0.58	0.50	0.70	0.23	18	143	21.6%	0.262	0.0678	-0.029	0.073	0.016
85.00	0.17	0.15	0.25	0.07	22	223	20.7%	0.119	0.0433	-0.017	0.044	0.007
87.50	0.15	0.00	0.95	0.00	1	1	39.8%	0.203	0.0319	-0.045	0.063	0.012
90.00	0.17	0.00	0.00	0.00	2	0	12.5%	0.000	0.0002	-0.000	0.000	0.000

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
35.00	0.02	0.00	0.05	0.00	1	94	109.4%	-0.003	0.0003	-0.003	0.002	-0.000
37.50	0.15	0.00	0.35	0.00	10	11	130.5%	-0.013	0.0012	-0.017	0.008	-0.001
40.00	0.09	0.00	0.75	0.00	2	3	137.5%	-0.025	0.0019	-0.031	0.013	-0.002
47.50	0.10	0.00	0.75	0.00	15	19	106.8%	-0.032	0.0030	-0.029	0.016	-0.002
50.00	0.15	0.00	0.00	0.00	0	0	25.0%	0.000	0.0000	0.000	0.000	0.000
55.00	0.10	0.00	0.10	0.00	1	8	57.0%	-0.009	0.0020	-0.005	0.006	-0.001
57.50	0.50	0.00	0.00	0.00	1	0	25.0%	-0.000	0.0000	-0.000	0.000	0.000
60.00	0.10	0.00	2.20	0.00	11	78	85.3%	-0.101	0.0093	-0.057	0.039	-0.007
62.50	0.20	0.00	1.35	0.00	3	304	65.5%	-0.084	0.0106	-0.038	0.034	-0.006
65.00	0.35	0.00	0.95	0.00	2	158	51.9%	-0.077	0.0125	-0.028	0.032	-0.005
67.50	0.25	0.10	2.25	0.12	2	156	58.9%	-0.148	0.0176	-0.051	0.051	-0.010
70.00	0.15	0.10	0.45	-0.05	1	393	35.7%	-0.101	0.0221	-0.023	0.039	-0.007
72.50	0.37	0.30	0.45	-0.08	2	240	28.0%	-0.123	0.0326	-0.021	0.045	-0.008
75.00	0.70	0.60	0.80	-0.50	62	129	25.5%	-0.212	0.0512	-0.026	0.065	-0.014
77.50	1.30	1.15	1.45	-0.66	8	717	23.4%	-0.357	0.0715	-0.030	0.083	-0.023
80.00	2.45	2.20	2.55	-1.00	6	28	21.8%	-0.551	0.0815	-0.028	0.088	-0.036
82.50	6.00	3.80	4.20	0.00	1	2	20.9%	-0.745	0.0691	-0.018	0.071	-0.050
85.00	7.82	5.90	8.30	0.00	0	0	49.8%	-0.667	0.0328	-0.062	0.081	-0.048

How to Read the Chain

Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.

How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.