RIME
Algorhythm Holdings, Inc. Common StockstockNASDAQ
Market OpenOct 5, 2026 9:50:46 AM EDT
0.16USD-3.556%(-0.01)107,200
0.1400Bid0.1900Ask0.0500SpreadPre-marketOct 5, 2026 8:59:30 AM EDT
0.1642USD-1.025%(-0.0017)
On 2026-09-14 there were 13,630 FTDs. The average number of FTDs per day for September 2026 is 12,371.
RIME Fails-to-Deliver (FTDs)
Fails-to-Deliver
RIME Fails-to-Deliver
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| Trade Date (T)1 | Fails-to- Deliver2 | FTD Change | Trade Vol. | Settlement Date (T+B)4 | Closing Deadline (T+35C)5 | Price3 | $ Notional |
|---|---|---|---|---|---|---|---|
| 2026-09-11 | 13,630 | +6,398 | 480.9K | 2026-09-14 | 2026-10-16 | 0.2400 | 3,271 |
| 2026-09-10 | 7,232 | -3,046 | 175.3K | 2026-09-11 | 2026-10-15 | 0.2400 | 1,736 |
| 2026-09-09 | 10,278 | +10,278 | 246.4K | 2026-09-10 | 2026-10-14 | 0.2300 | 2,364 |
| 2026-09-08 | — | 0 | 1.1M | 2026-09-09 | 2026-10-13 | 0.2389 | 0 |
| 2026-09-04 | — | 0 | 1.6M | 2026-09-08 | 2026-10-09 | 0.2150 | 0 |
| 2026-09-03 | — | -60,755 | 1.1M | 2026-09-04 | 2026-10-08 | 0.2426 | 0 |
| 2026-09-02 | 60,755 | +41,314 | 912.9K | 2026-09-03 | 2026-10-07 | 0.2500 | 15,189 |
| 2026-09-01 | 19,441 | +19,441 | 1.6M | 2026-09-02 | 2026-10-06 | 0.2400 | 4,666 |
| 2026-08-31 | — | 0 | 524.7K | 2026-09-01 | 2026-10-05 | 0.2661 | 0 |
| 2026-08-28 | — | -12,274 | 2.4M | 2026-08-31 | 2026-10-02 | 0.2608 | 0 |
| 2026-08-27 | 12,274 | -24,580 | 571.0K | 2026-08-28 | 2026-10-01 | 0.2800 | 3,437 |
| 2026-08-26 | 36,854 | -344,901 | 1.0M | 2026-08-27 | 2026-09-30 | 0.2800 | 10,319 |
| 2026-08-25 | 381,755 | +381,755 | 7.6M | 2026-08-26 | 2026-09-29 | 0.2900 | 110,709 |
| 2026-08-24 | — | 0 | 456.5K | 2026-08-25 | 2026-09-28 | 0.3254 | 0 |
| 2026-08-21 | — | 0 | 1.4M | 2026-08-24 | 2026-09-25 | 0.3444 | 0 |
| 2026-08-20 | — | -4,452 | 949.1K | 2026-08-21 | 2026-09-24 | 0.3120 | 0 |
| 2026-08-19 | 4,452 | +4,452 | 13.1M | 2026-08-20 | 2026-09-23 | 0.3000 | 1,336 |
| 2026-08-18 | — | -3,172 | 1.1M | 2026-08-19 | 2026-09-22 | 0.3151 | 0 |
| 2026-08-17 | 3,172 | +3,172 | 2.3M | 2026-08-18 | 2026-09-21 | 0.3100 | 983 |
| 2026-08-14 | — | 0 | 1.8M | 2026-08-17 | 2026-09-18 | 0.3751 | 0 |
| 2026-08-13 | — | 0 | 1.1M | 2026-08-14 | 2026-09-17 | 0.4525 | 0 |
| 2026-08-12 | — | 0 | 179.9K | 2026-08-13 | 2026-09-16 | 0.4090 | 0 |
| 2026-08-11 | — | 0 | 228.3K | 2026-08-12 | 2026-09-15 | 0.4309 | 0 |
| 2026-08-10 | — | -524 | 312.3K | 2026-08-11 | 2026-09-14 | 0.4232 | 0 |
| 2026-08-07 | 524 | +524 | 480.3K | 2026-08-10 | 2026-09-11 | 0.4300 | 225 |
Historical data is split-adjusted.
1 Trade Date is calculated from the Settlement Date.
2 Fails to deliver on a given day are a CUMULATIVE number of all fails outstanding until that day, plus new fails that occur that day, less fails that settle that day. A dash (—) indicates no FTDs were reported that day. It’s been shown that the SEC withholds the FTD report for two weeks, and there are often high-volume days with no reported FTDs, so it’s unclear if missing days truly indicate 0 FTDs.
3 Closing price on the Trade Date. The FTD file contains the closing price on the day previous to settlement.
4 As of May 28, 2024, the standard for settlement is next business day after a trade (T+1B). Before that, it was trade date plus two business days (T+2B).
5 RegSHO IV. 3. A broker-dealer 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. Analysis of the T+35 cycle.