Two Harbors Investment Co... (TWO)
TWO Daily Gamma Exposure
Current Gamma Exposure (GEX) is 6.5K, which is 515% above the 3M average of 1.06K. Over this period, GEX peaked at 6.5K on Aug 20, 2025 and bottomed at -2.93K on Aug 1, 2025, showing a shift between positive and negative gamma regimes. The exposure has been increasing recently, suggesting growing dealer hedging that could dampen volatility. Today's put-call gamma ratio of 0.33 is below the recent average of 1.02, indicating call-heavy positioning. High GEX volatility (±1.77K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 20, 2025 | 9,631.61 | -3,133.01 | 6,498.6 | 0.33 |
Aug 19, 2025 | 11,408.55 | -9,889.88 | 1,518.67 | 0.87 |
Aug 18, 2025 | 10,330.87 | -8,722.56 | 1,608.31 | 0.84 |
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