Failure to Deliver

Failure to Deliver (FTD) data is retrieved from the US Securities and Exchange Commission (SEC).

What is the T+35 theory? As quoted from SEC: "If a FTD position results from the sale of a security that a person is deemed to own and that such person intends to deliver as soon as all restrictions on delivery have been removed, the firm has up to 35 calendar days following the trade date to close out the failure to deliver position by purchasing securities of like kind and quantity."

In the event of FTD surges (example: FTD Quantity more than 1 million/more than 90th percentile of FTD Amount and at least 100k FTD) for stocks that are heavily shorted such as AMC and GME, on T+35 date, stocks might experience a surge in price action. You can refer to this post on Reddit for more information.

Stocks with High/Consistent FTD: View More

Red colored rows means higher FTD
Date Failure to Deliver Price Amount (FTD x $) T+35 Date
2023-02-27 1.00 10.22 10 2023-04-03
2023-02-24 1.00 10.22 10 2023-03-31
2023-02-23 1.00 10.18 10 2023-03-30
2022-02-28 21178.00 9.73 206061 2022-04-04
2022-02-25 827.00 9.75 8063 2022-04-01
2022-02-07 1770.00 9.73 17222 2022-03-14
2022-01-20 754.00 9.74 7343 2022-02-24
2021-12-31 300.00 9.80 2940 2022-02-04
2021-12-20 873.00 9.80 8555 2022-01-24
2021-12-17 767.00 9.81 7524 2022-01-21
2021-08-30 2606.00 9.67 25200 2021-10-04
2021-08-27 2720.00 9.62 26166 2021-10-01
2021-08-05 382.00 9.71 3709 2021-09-09
2021-07-30 687.00 9.71 6670 2021-09-03
2021-06-22 4.00 9.96 39 2021-07-27
2021-04-20 10.00 9.94 99 2021-05-25
2021-04-07 1.00 9.94 9 2021-05-12
2021-04-06 1647.00 9.95 16387 2021-05-11
2021-04-05 1697.00 9.90 16800 2021-05-10
2021-04-01 2134.00 9.89 21105 2021-05-06
2021-03-31 2334.00 9.77 22803 2021-05-05
2021-03-26 278.00 9.75 2710 2021-04-30
2021-03-18 4780.00 9.97 47656 2021-04-22
2021-03-15 1426.00 10.01 14274 2021-04-19
2021-03-11 281.00 10.05 2824 2021-04-15
2021-03-09 2700.00 10.07 27189 2021-04-13
2021-03-05 6390.00 9.99 63836 2021-04-09
2021-03-04 3020.00 10.09 30471 2021-04-08
2021-03-03 4478.00 10.18 45586 2021-04-07
2021-03-02 870.00 10.25 8917 2021-04-06

Related tickers that you might be interested:

AAPL TSLA NVDA

Data from: sec.gov