Two Harbors Investment Co... (TWO)
NYSE: TWO
· Real-Time Price · USD
9.86
0.29 (2.98%)
At close: Aug 22, 2025, 2:31 PM
TWO Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for TWO across all expirations is 360.42 shares per 1% move, with 9,798.01 from calls and 9,437.59 from puts. The put-call GEX ratio of 0.96 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Sep 19, 25 expiration with -2,183.61 net GEX, which may act as a pivot point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.
TWO GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Sep 19, 25 | 4,388.48 | -6,572.09 | -2,183.61 | 1.50 |
Oct 17, 25 | 114.8 | -49.78 | 65.02 | 0.43 |
Dec 19, 25 | 4,482.62 | -2,409.56 | 2,073.06 | 0.54 |
Jan 16, 26 | 0 | 0 | 0 | n/a |
Mar 20, 26 | 812.11 | -406.16 | 405.95 | 0.50 |