Study of the combined effects of strong electronic correlations with spin-orbit coupling (SOC) represents a central issue in quantum materials research. Predicting emergent properties represents a huge theoretical problem since the presence of SOC implies that the spin is not a good quantum number. Existing theories propose the emergence of a multitude of exotic quantum phases, distinguishable by either local point symmetry breaking or local spin expectation values, even in materials with simple cubic crystal structure such as Ba$_2$NaOsO$_6$. Experimental tests of such theories by local probes are highly sought for. Here, we report on local measurements designed to concurrently probe spin and orbital/lattice degrees of freedom of Ba$_2$NaOsO$_6$. We find that a novel canted ferromagnetic phase which is preceded by local point symmetry breaking is stabilized at low temperatures, as predicted by quantum theories involving multipolar spin interactions.