Toronto-Dominion Bank (TD) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

Toronto-Dominion Bank

NYSE: TD · Real-Time Price · USD
75.10
2.25 (3.09%)
At close: Aug 29, 2025, 3:59 PM
73.95
-1.53%
After-hours: Aug 29, 2025, 07:04 PM EDT

TD Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for TD across all expirations is 58,369.14 shares per 1% move, with 112,125.56 from calls and 53,756.42 from puts. The put-call GEX ratio of 0.48 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 56,061.54 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.

TD GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 14,914.37 -17,012.95 -2,098.58 1.14
Oct 17, 25 17,668.99 -14,493.27 3,175.72 0.82
Jan 16, 26 68,285.39 -12,223.85 56,061.54 0.18
Apr 17, 26 172.45 -88.36 84.09 0.51
Jan 15, 27 11,084.36 -9,937.99 1,146.37 0.90