Two Harbors Investment Co...

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