GlobeNewswire Inc.T3·9d ago
TD Toronto Dominion Bank
XNYS
120.39
Delayed
Stock quote, options chain, IV rank, technicals, AI analysis, and institutional ownership. Iron condor setups Expected move IV rank history Fibonacci levels Insider trading
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.
TD
$120.39
—
Key stats
$120.39
- 52-Week Range
- $78.47 – $125.47
- YTD
- +27.34%
- IV Rank (30D)
- 47.02
- Straddle Price
- $6.15
- P/C Vol Ratio
- 1.07
- Market Cap
- $195.6B
- Open
- $120.26
- Day Range
- $119.75 – $121.41
- Volume
- 1,358,547
- Prev Close
- $119.77
Fair Value
MODEL: LONG
A blended fair-value estimate combining up to six valuation methods. Each method is weighted by how well it fits the company — DCF down-weights for unprofitable names; DDM only fires for steady dividend payers; comparables down-weight when peer multiples disagree.
- DCF (quality-aware) — projects free cash flow with a horizon that scales to business quality. True compounders (quality 6/6) get 10 years explicit + 10 years fade before terminal; cyclical/struggling names (quality 0-1) get a 5-year terminal cliff. Quality is scored from ROE, gross margin, growth, FCF margin, debt load, and FCF consistency — the same factors that drive market premium for compounders.
- Market-Implied Growth (in Model Inputs) — reverse-DCF that answers "what growth rate is the market pricing in?". Lets you sanity-check the deviation: if implied growth is plausible for the business, the model's bearish flag may be wrong; if implausible, the market may be over-extrapolating.
- DDM (Gordon Growth Dividend Model) — values the stream of future dividends. Only used when trailing yield ≥ 2% and dividend payments are stable — below that the dividend is a token payout and Gordon (which values only the dividend stream) systematically underprices growth names, so those route to DCF + comparables + market anchor instead.
- P/E, EV/EBITDA, P/B, P/S — applies the peer-group median multiple to this company's per-share metric. Peers come from the same set as the "Related symbols" card. Earnings/sales metrics are forward-tilted by the company's recent revenue growth (capped at 25%) so they're comparable to peers' growth-embedded multiples — mimics how analysts use NTM rather than TTM. Per-multiple weights are biased by company quality (e.g. P/B down-weighted for asset-light tech).
- Market Anchor (SMA50) — the 50-day moving average, weighted by recent trading-range stability (tighter Bollinger bands → higher weight). Captures information fundamentals miss (forward consensus, sentiment, supply/demand) — but only when recent trading is steady enough that the market has converged on a view. During wild breakouts or breakdowns the anchor's weight collapses.
- Options Expected (B-L 30d) — the risk-neutral expected stock price at 30-day options expiration, derived from the full implied-volatility surface via Breeden-Litzenberger (second derivative of call price wrt strike → implied PDF, then E[S_T]). Forward-looking, captures all options-implied information (smile, skew, term structure) in one number. Weighted by chain liquidity. SP500-only at present (pre-computed daily). Backtest evidence: adds modest alpha across most bucket × holding combos.
- Blended value — weighted average. Confidence reflects how many methods fired and how tight peer dispersion is.
- Deviation pill — green when blended FV ≥ 10% above current price (undervalued); red when ≥ 10% below; grey otherwise.
| 10-yr Treasury (rf) | 5.21% |
| Beta vs SPY | 0.74 |
| Cost of Equity (CAPM) | 8.93% (VRP-adj) |
| WACC | 8.96% |
| Volatility Risk Premium | +19.4pp (IV − HV30) |
| Effective Tax Rate | 21.0% |
| Rev. Growth (YoY, DCF input) | +3.0% |
| DCF Horizon | 5 years explicit + fade |
| Forward Tilt (NTM/TTM) | ×1.03 (applied to P/E, EV/EBITDA, P/S) |
| Quality Score | 0/6 — cyclical/struggling (5y DCF) |
| SMA 50 | $119.88 (Market Anchor value) |
| SMA 20 / Bollinger Mid | $118.50 |
| Bollinger Width / SMA20 | 7.4% (drives anchor stability) |
| Net Debt | $0.0B |
Peers used for multiples: BAC, BMO, BNS, CM, HSBC, JPM, RY, SAN
60-Day Conviction
37%
20-Day Fair Value
≈ by Nov 16, 2026
$120.51
α +0.1%
rank 8%
conviction
6%
40-Day Fair Value
≈ by Dec 15, 2026
$121.57
α +1.0%
rank 9%
conviction
30%
60-Day Fair Value
≈ by Jan 13, 2027
$121.47
α +0.9%
rank 12%
conviction
37%
| Method | Implied Price | Weight | Detail |
|---|---|---|---|
| DCF | n/a | 0% | |
| DDM (Gordon) | $76.39 | 22% | |
| Peer P/E | n/a | 0% | |
| Peer EV/EBITDA | n/a | 0% | |
| Peer P/B | n/a | 0% | |
| Peer P/S | n/a | 0% | |
| Market Anchor (SMA50) | $119.88 | 56% | stability 100% (BB-width) |
| Options Expected (B-L 30d) | $119.85 | 22% | 16 strikes · skew -2.06 |
As of 2026-10-16 · updated
Related
About
- Industry (SIC)
- COMMERCIAL BANKS, NEC (6029) · industry map
- Exchange
- XNYS
- Market Cap
- $195.6B
- Employees
- 70,000
- List Date
- 1996-08-30
- CIK
- 0000947263
- Next Earnings
- 2026-12-03
- EPS Forecast
- $1.83 (3 est.)
- Homepage
- https://www.td.com
Toronto-Dominion is one of Canada's two largest banks with over CAD 2.1 trillion in assets by the end of July 2026. TD Bank operates four business segments: Canadian personal and commercial banking, US retail banking, wealth management and insurance, and wholesale banking. The bank derives more than 50% of its revenue from Canada and has dominant market shares in nearly all banking products and services. TD has around 44% of its revenue from its US operations. Its US footprint spans from Maine to Florida, with a strong presence in the Northeast.
Summary
—
composite
—
No summary data available for this symbol yet.
Each spoke is this symbol's rank within its sector (0–100; the dotted ring marks the sector median at 50). Higher is more constructive for a long. One spoke — News sentiment — is an absolute reading, not a sector rank. Grayed spokes have no data. A fuller shape is a summary, not a recommendation.
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.59% | 2.92% | 7.90% | -5.51% | 7.44% | -1.11% | 2.04% |
| Feb | 6.74% | -1.04% | -3.33% | -0.89% | 5.94% | 3.00% | 1.74% |
| Mar | 6.12% | 2.35% | -10.09% | 0.65% | 0.64% | -5.04% | -0.89% |
| Apr | 4.58% | -9.13% | -1.59% | -1.53% | 7.48% | 13.73% | 2.26% |
| May | 5.12% | 5.92% | -6.48% | -4.72% | 9.36% | 5.84% | 2.51% |
| Jun | -3.63% | -13.56% | 7.92% | -0.65% | 5.99% | 9.66% | 0.95% |
| Jul | -6.09% | -1.89% | 5.02% | 8.23% | -1.66% | -1.99% | 0.27% |
| Aug | -1.58% | -0.28% | -6.54% | 3.15% | 3.57% | -0.20% | -0.31% |
| Sep | 1.66% | -4.59% | -1.58% | 6.95% | 7.27% | -1.65% | 1.34% |
| Oct | 7.26% | 0.98% | -5.07% | -13.02% | 2.10% | 2.36%* | -0.90% |
| Nov | -1.48% | 3.68% | 9.09% | 2.80% | 2.44% | -- | 3.31% |
| Dec | 6.90% | -5.28% | 6.46% | -5.27% | 12.81% | -- | 3.12% |
| Total | 28.13% | -19.72% | -0.80% | -11.14% | 83.96% | 25.72% | 17.69% |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $118.41
SMA 50: $119.87
SMA 200: $109.07
Current: $120.39
EMA 12: $118.06
EMA 26: $118.60
MACD: -0.5420 | Signal: 0.3675
BEARISH
ADX (14): 20.44
WEAK TREND
+DI: 29.72
−DI: 26.29
Momentum Oscillators
RSI (14): 55.77
NEUTRAL
Stoch %K: 78.97
Stoch %D: 68.31
Williams %R: -11.67
Volume & Volatility
BB Upper: $123.35
BB Lower: $113.46
NEUTRAL
OBV: 157,883,136
Vol SMA 20: 2,180,947
Vol ROC: -79.95%
ATR: $2.11
True Range: $1.66
HV 20: 22.1%
HV 30: 19.5%
HV 60: 20.2%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-18T00:00:00 – 2026-10-16T00:00:00
AI Analysis
Here is my comprehensive stock analysis report based on the provided data:
Executive Summary
- Overall assessment: NEUTRAL (confidence level: 6/10)
- Key drivers:
- Technical signals indicating a neutral trend
- Bullish momentum in MACD
- Low volatility and beta
- Primary risks:
- Downtrend risk if price breaks below SMA 200
- Earnings miss or negative news sentiment could impact stock price
- Recent news sentiment impact: Neutral, with some positive headlines, but overall market context is stable
Technical Analysis
- Trend direction: Range-bound (1-4 weeks), Medium-term (1-3 months) - price has been consolidating within a range
- Support/resistance levels:
- SMA 20: $120.80
- SMA 50: $120.76
- Bollinger Bands Upper: $125.41
- Lower: $116.20
- Momentum signals:
- RSI (14): 53.26 - neutral range
- MACD: Bullish momentum with a signal line crossover above 0.23
- Stochastic %K and %D both below 70, indicating no oversold conditions
- Volume analysis: Low volume flow, but OBV suggests buying interest
News & Sentiment Analysis
- Recent headlines summary:
- Neutral news about Premium Income Corporation and TDb Split Corp.
- Positive news about bank stocks and El Canadian Salsa Festivals Project
- Sentiment assessment: NEUTRAL - no strong positive or negative sentiment
- Catalyst identification: Earnings announcements could impact stock price
- Market narrative: Technical signals indicate a stable market context, with some positive news headlines
Risk & Volatility Assessment
- Beta interpretation: 0.75 (low risk) - stock moves less than the market
- Volatility regime: Low volatility - historical average True Range is $2.17
- Options market signals:
- IV Rank: 7.3% - low volatility, indicating historically low options activity
- Put/Call Volume Ratio: 0.29 - bullish sentiment
- Downside protection: SMA 200 and Bollinger Bands Lower provide support
Market Context & Positioning
- Sector performance: Bank stocks have been performing well, but not significantly outperforming the broader market
- Institutional activity: Low volume flow suggests institutional investors are not heavily participating in this stock's price movement
- Correlation analysis: Stock moves less than the market (beta <1), indicating a defensive position
- Relative valuation: Position within trading range
Key Levels & Action Items
- Critical price levels:
- SMA 20: $120.80
- Bollinger Bands Upper: $125.41
- Lower: $116.20
- Breakout/breakdown levels: None identified, but a move above SMA 200 or below Bollinger Bands Lower could be significant
- Time-sensitive catalysts: Earnings announcements and news headlines related to the banking sector
- Risk management:
- Stop-loss level: Below SMA 200 (around $104.61)
- Position sizing considerations: Consider reducing position size if price breaks below SMA 20 or Bollinger Bands Lower
Generated
News
All TD news →
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Showing 1–10 of 50
Page 1 of 5
TD Options Activity & IV Rank
TD IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 20.6%
7-DTE IV: —
Expected Move: $6.15
7-DTE Move: $0.93
Days to Exp: 35 (2026-11-20)
Options Flow
Call Volume: 807
Put Volume: 862
P/C Volume: 1.068
NEUTRAL
Call OI: 7,645
Put OI: 4,695
P/C OI: 0.614
Total OI: 12,340
ATM Options Pricing
ATM Call: $3.45
ATM Put: $2.70
Call %: 2.9%
Put %: 2.2%
Chain Summary
Chain Volume: 8,099
Chain OI: 81,041
Last Updated: 10/16/2026
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Dealer Positioning
TYPICAL γ
Estimated net dealer gamma is at the 57th percentile of this name's own daily history, within its typical range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
57%
vs own history
GEX tilt
+0.25
OI-weighted, today
Vanna tilt
+0.45
δ-sensitivity to IV
Charm tilt
-0.48
δ-decay vs time
Vanna tilt +0.45: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.48: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 35 ATM contracts, 24k total OI
Net dealer gamma is an estimate of the aggregate gamma held by options market makers across this name's option chain, weighted by open interest. Dealer positions aren't public, so it uses a standard simplifying assumption: dealers are treated as long the calls and short the puts that are open. Actual dealer books can differ.
Gamma percentile ranks today's estimate against this name's own daily history, from 0% (the lowest reading on record) to 100% (the highest). Raw gamma scales with how much open interest a chain carries, so it isn't comparable across names; the percentile is. The badge marks the bottom 20% as low and the top 20% as high.
Tilts run from −1 to +1 and show how lopsided the estimated dealer exposure is. GEX tilt compares call gamma with put gamma. Vanna tilt describes how the hedge would shift if implied volatility changed, and charm tilt how it would shift with the passage of time.
This card describes estimated positioning and where it sits historically. It is not a forecast of price direction or volatility and not a trading signal. Market-wide view: Dealer positioning screener.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
—
—
pts
EXTREME
as of Oct 16 · No data
30 DTE / 10d
6%
+2.5
pts
EXTREME
as of Oct 16 · ATM 20.7% / Wing 23.2%
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
Enter a ticker to render the implied volatility surface.
Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)47.0MediumOct 16
Straddle Price (30 DTE)$6.15Oct 16
Beta Analysis
Risk Metrics
Beta: 0.7540
Alpha: 32.78%
Correlation: 0.5311
R-Squared: 28.2%
Stock Volatility: 18.1%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
Notable investors who own TD
5 of 37 tracked investors
| Investor | Value | Share of their portfolio | Rank | Q/Q shares | Source |
|---|---|---|---|---|---|
| Citadel Hedge fund Ken Griffin | $141.9M | #291 of 6285 | +499.9% | 13F | |
| Renaissance Technologies Hedge fund Jim Simons | $99.0M | #160 of 3138 | +747.7% | 13F | |
| Millennium Management Hedge fund Izzy Englander | $67.6M | #482 of 3716 | -3.0% | 13F | |
| Rockefeller Capital Management Family office Rockefeller family | $4.2M | #1045 of 4729 | +9.8% | 13F | |
| Point72 Hedge fund Steve Cohen | $602K | #1604 of 1945 | -92.6% | 13F |
Hedge funds, activists, holding companies and family offices we track, from their latest 13F (quarter-end value) and Form 4 filings in the last 3 years. Family offices · all institutions
TD Institutional Ownership (13F)
Latest filings — 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
27 filers$998.53M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | SIG North Trading, ULC | $141.38M | 14.16% | 2026-06-30 |
| 2 | TORONTO DOMINION BANK | $127.00M | 12.72% | 2026-06-30 |
| 3 | Bank of Montreal Custodian | $123.88M | 12.41% | 2026-06-30 |
| 4 | D. E. Shaw & Co., Inc. Custodian | $119.03M | 11.92% | 2026-06-30 |
| 5 | Royal Bank of Canada Custodian | $118.00M | 11.82% | 2026-06-30 |
| 6 | Citadel Advisors LLC Custodian | $82.10M | 8.22% | 2026-06-30 |
| 7 | Susquehanna International Group, LLP Custodian | $72.42M | 7.25% | 2026-06-30 |
| 8 | Twin Tree Management, LP | $44.94M | 4.50% | 2026-06-30 |
| 9 | Murchinson Ltd. | $31.04M | 3.11% | 2026-06-30 |
| 10 | Jane Street Group, LLC Custodian | $26.08M | 2.61% | 2026-06-30 |
| 11 | Walleye Trading LLC | $22.90M | 2.29% | 2026-06-30 |
| 12 | Point72 Asset Management, L.P. | $15.86M | 1.59% | 2026-06-30 |
| 13 | TUDOR INVESTMENT CORP ET AL | $13.27M | 1.33% | 2026-06-30 |
| 14 | PEAK6 LLC | $11.05M | 1.11% | 2026-06-30 |
| 15 | Wolverine Trading, LLC Custodian | $9.42M | 0.94% | 2025-09-30 |
| 16 | Walleye Capital LLC | $9.11M | 0.91% | 2026-06-30 |
| 17 | CAPITAL FUND MANAGEMENT S.A. | $6.61M | 0.66% | 2026-06-30 |
| 18 | Cubist Systematic Strategies, LLC | $6.09M | 0.61% | 2025-09-30 |
| 19 | Squarepoint Ops LLC | $4.85M | 0.49% | 2026-06-30 |
| 20 | Alphadyne Asset Management LP | $3.57M | 0.36% | 2026-06-30 |
| 21 | Goldman Sachs Group Inc Custodian | $3.04M | 0.30% | 2026-06-30 |
| 22 | Millennium Management LLC Custodian | $2.21M | 0.22% | 2026-06-30 |
| 23 | Two Sigma Investments, LP Custodian | $1.92M | 0.19% | 2026-06-30 |
| 24 | SUMMIT SECURITIES GROUP LLC | $1.21M | 0.12% | 2026-06-30 |
| 25 | Caption Management, LLC | $1.09M | 0.11% | 2026-06-30 |
25 filers$1.34B notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | D. E. Shaw & Co., Inc. Custodian | $406.78M | 30.37% | 2026-06-30 |
| 2 | Royal Bank of Canada Custodian | $316.93M | 23.66% | 2026-06-30 |
| 3 | SIG North Trading, ULC | $170.84M | 12.76% | 2026-06-30 |
| 4 | Citadel Advisors LLC Custodian | $102.34M | 7.64% | 2026-06-30 |
| 5 | TORONTO DOMINION BANK | $76.85M | 5.74% | 2026-06-30 |
| 6 | Susquehanna International Group, LLP Custodian | $61.99M | 4.63% | 2026-06-30 |
| 7 | Flat Footed LLC | $56.16M | 4.19% | 2026-06-30 |
| 8 | Murchinson Ltd. | $31.04M | 2.32% | 2026-06-30 |
| 9 | Point72 Asset Management, L.P. | $21.98M | 1.64% | 2026-06-30 |
| 10 | Jane Street Group, LLC Custodian | $17.36M | 1.30% | 2026-06-30 |
| 11 | Cubist Systematic Strategies, LLC | $11.31M | 0.84% | 2025-09-30 |
| 12 | TUDOR INVESTMENT CORP ET AL | $11.15M | 0.83% | 2026-06-30 |
| 13 | Wolverine Trading, LLC Custodian | $8.61M | 0.64% | 2025-09-30 |
| 14 | Walleye Capital LLC | $7.30M | 0.54% | 2026-06-30 |
| 15 | Walleye Trading LLC | $6.35M | 0.47% | 2026-06-30 |
| 16 | Parallax Volatility Advisers, L.P. | $6.07M | 0.45% | 2026-06-30 |
| 17 | Squarepoint Ops LLC | $6.07M | 0.45% | 2026-06-30 |
| 18 | Alphadyne Asset Management LP | $4.03M | 0.30% | 2026-06-30 |
| 19 | CAPITAL FUND MANAGEMENT S.A. | $3.81M | 0.28% | 2026-06-30 |
| 20 | Goldman Sachs Group Inc Custodian | $3.04M | 0.23% | 2026-06-30 |
| 21 | PEAK6 LLC | $2.89M | 0.22% | 2026-06-30 |
| 22 | UBS Group AG Custodian | $2.18M | 0.16% | 2026-06-30 |
| 23 | Two Sigma Investments, LP Custodian | $1.82M | 0.14% | 2026-06-30 |
| 24 | Millennium Management LLC Custodian | $1.32M | 0.10% | 2026-06-30 |
| 25 | Caption Management, LLC | $1.09M | 0.08% | 2026-06-30 |
ETF Holders
107 ETFs hold TD
25 shown · $8.63B total exposure · 0.74% AUM-weighted avg weight
| # | ETF | Provider | Weight | $ Exposure | ETF AUM | As Of |
|---|---|---|---|---|---|---|
| 1 | VXUS Vanguard Total International Stock ETF | Vanguard | 0.43% | $2.9B | — | 2026-09-30 |
| 2 | VEA Vanguard FTSE Developed Markets ETF | Vanguard | 0.60% | $1.9B | — | 2026-09-30 |
| 3 | EWC iShares MSCI Canada ETF | iShares (BlackRock) | 6.43% | $473.4M | $7.4B | 2026-10-15 |
| 4 | VEU Vanguard FTSE All-World Ex-US ETF | Vanguard | 0.48% | $461.3M | — | 2026-09-30 |
| 5 | SCHF Schwab International Equity ETF | Nport | 0.64% | $427.4M | — | 2026-05-31 |
| 6 | VIGI Vanguard International Dividend Appreciation ETF | Vanguard | 3.48% | $318.0M | — | 2026-09-30 |
| 7 | IXUS iShares Core MSCI Total International Stock ETF | iShares (BlackRock) | 0.48% | $273.4M | $57.6B | 2026-10-15 |
| 8 | SPDW State Street® SPDR® Portfolio Developed World ex-US ETF | SPDR (State Street) | 0.61% | $246.9M | $40.7B | 2026-10-15 |
| 9 | VYMI Vanguard International High Dividend Yield ETF | Vanguard | 1.04% | $232.1M | — | 2026-09-30 |
| 10 | IDEV iShares Core MSCI International Developed Markets ETF | iShares (BlackRock) | 0.69% | $230.6M | $33.4B | 2026-10-15 |
| 11 | DFIV Dimensional International Value ETF | Dimensional | 1.03% | $223.7M | $22.1B | 2026-10-15 |
| 12 | VT Vanguard Total World Stock ETF | Vanguard | 0.17% | $168.4M | — | 2026-09-30 |
| 13 | IDMO Invesco S&P International Developed Momentum ETF | Invesco | 3.66% | $152.4M | — | 2026-10-15 |
| 14 | FNDF Schwab Fundamental International Equity ETF | Nport | 0.50% | $122.4M | — | 2026-05-31 |
| 15 | IMTM iShares MSCI Intl Momentum Factor ETF | iShares (BlackRock) | 2.38% | $99.1M | $4.2B | 2026-10-15 |
| 16 | ACWX iShares MSCI ACWI ex U.S. ETF | iShares (BlackRock) | 0.55% | $95.8M | $17.5B | 2026-10-15 |
| 17 | DFAI Dimensional International Core Equity Market ETF | Dimensional | 0.51% | $90.4M | $18.2B | 2026-10-15 |
| 18 | ACWI iShares MSCI ACWI ETF | iShares (BlackRock) | 0.19% | $63.3M | $32.6B | 2026-10-15 |
| 19 | DFIC Dimensional International Core Equity 2 ETF | Dimensional | 0.35% | $52.9M | $15.3B | 2026-10-15 |
| 20 | FVD First Trust Value Line® Dividend Index Fund | First Trust | 0.40% | $31.0M | $7.8B | 2026-10-15 |
| 21 | IGRO iShares International Dividend Growth ETF | iShares (BlackRock) | 2.25% | $28.7M | $1.3B | 2026-10-15 |
| 22 | ILOW AB International Low Volatility Equity ETF | Nport | 1.57% | $27.8M | — | 2026-05-31 |
| 23 | BSCQ Invesco BulletShares 2026 Corporate Bond ETF | Invesco | 0.72% | $22.4M | — | 2026-10-15 |
| 24 | GMOI GMO International Value ETF | Nport | 4.18% | $19.0M | — | 2026-05-31 |
| 25 | MFSI MFS Active International ETF | Nport | 1.74% | $19.0M | — | 2026-05-31 |
Fundamentals
Quarterly filings sourced from SEC 10-Q / 10-K reports. TTM tiles aggregate the most recent four quarters; bars show the last ~12 quarters oldest → newest.
Metrics
- Revenue — top-line sales. Look for consistent YoY growth; seasonal businesses need same-quarter comparisons (Q4 '24 vs Q4 '23).
- Net Income — bottom-line profit after all expenses. Can be volatile from one-time items; red bars = net loss.
- Diluted EPS — net income per share assuming options/converts are exercised. Direct input to the P/E ratio.
- Operating Cash Flow — cash generated from core operations, before capex and financing. Harder to manipulate than net income; growing OCF is a quality signal.
How to read the bars
- Sequential growth — quarter-over-quarter trend. Accelerating bars are a momentum signal.
- YoY growth — compare to the same quarter a year earlier to remove seasonality.
- Quality — OCF should roughly track Net Income over time. Large divergence (net income ≫ OCF) flags accruals risk.
- Margins — scan the bar ratios: Net Income / Revenue tells you margin trend without needing a separate chart.
TTM (trailing-twelve-month) smooths seasonality and is used for the P/E calculation. Filings appear 30–90 days after the period closes.
Trailing P/E
—
TTM Diluted EPS
—
TTM Revenue
—
TTM Net Income
—
TTM Op. Cash Flow
—
Short Interest & Float
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
Metric definitions
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Short Interest
12.12M
SI % of Float
0.74%
Days to Cover
8.83
Short Vol Ratio
44.1%
Free Float
1.64B
Float %
100.0%
Short interest 2026-09-30 • Short volume 2026-10-16 • Float 2026-10-02