Two Harbors Investment Co... (TWO)
TWO Daily Delta Exposure
TWO's current Delta Exposure (DEX) is -25.45K shares, which is 137% larger than the 3M average of -10.73K shares. During this period, DEX ranged from -25.9K on Aug 20, 2025 to 880.4000000000015 on Jul 2, 2025, swinging between net long and short dealer positioning. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 3.23 signals heavy put positioning that could accelerate downside moves. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 21, 2025 | 11,421.74 | -36,867.65 | -25,445.91 | 3.23 |
| Aug 20, 2025 | 14,360.23 | -40,257.2 | -25,896.97 | 2.80 |
| Aug 19, 2025 | 15,545.24 | -31,884.95 | -16,339.71 | 2.05 |
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