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
2022-09-14 392651.00 5.31 2084976 2022-10-19
2022-09-13 174318.00 5.72 997098 2022-10-18
2022-09-12 308401.00 5.53 1705457 2022-10-17
2022-09-09 243105.00 5.11 1242266 2022-10-14
2022-09-08 322433.00 5.08 1637959 2022-10-13
2022-09-07 1563940.00 4.92 7694584 2022-10-12
2022-09-06 1038858.00 4.97 5163124 2022-10-11
2022-09-02 1528300.00 4.59 7014897 2022-10-07
2022-09-01 2366422.00 4.90 11595467 2022-10-06
2022-08-31 5635854.00 5.20 29306440 2022-10-05
2022-08-30 5673265.00 6.06 34379985 2022-10-04
2022-08-29 11472648.00 6.50 74572212 2022-10-03
2022-08-26 24648308.00 6.83 168347943 2022-09-30
2022-08-25 38656759.00 7.13 275622691 2022-09-29
2022-08-24 43438257.00 7.02 304936564 2022-09-28

Related tickers that you might be interested:

DIS NFLX WBD LYV EDR WMG

Data from: sec.gov