Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).

Gamma, theta, and vega are largest for strikes near the Toronto Dominion Bank stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.

Toronto Dominion Bank IV rank is 5, so implied volatility is near the bottom of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 15.7% to 129.6%. See the TD implied volatility history for a longer view.

Across all open Toronto Dominion Bank options on Nov 4, 2026, net gamma exposure was $7.09M and net delta exposure was $209.88M per 1% move in the stock. The TD gamma exposure chart shows where that gamma sits by strike.

Toronto-Dominion is one of Canada's two largest banks with over CAD 2.1 trillion in assets by the end of July 2026.