Toronto-Dominion Bank (TD)
NYSE: TD
· Real-Time Price · USD
74.09
-0.43 (-0.58%)
At close: Aug 15, 2025, 11:58 AM
TD Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for TD across all expirations is 60,595.67 shares per 1% move, with 92,827.3 from calls and 32,231.63 from puts. The put-call GEX ratio of 0.35 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Jan 16, 26 expiration with 54,568.33 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.
TD GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Sep 19, 25 | 5,542.58 | -3,194 | 2,348.58 | 0.58 |
Oct 17, 25 | 13,053.3 | -10,495.46 | 2,557.84 | 0.80 |
Jan 16, 26 | 63,955.97 | -9,387.64 | 54,568.33 | 0.15 |
Apr 17, 26 | 0 | 0 | 0 | n/a |
Jan 15, 27 | 10,275.45 | -9,154.53 | 1,120.92 | 0.89 |