Two Harbors Investment Co... (TWO)
TWO Daily Gamma Exposure
Current Gamma Exposure (GEX) is 3.98K, which is 66% above the 3M average of 2.4K. Over this period, GEX peaked at 7.13K on Jul 2, 2025 and bottomed at -1.77K on Jul 21, 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 0.76 is below the recent average of 0.83, indicating call-heavy positioning. High GEX volatility (±1.68K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 14, 2025 | 16,835.22 | -12,856.97 | 3,978.25 | 0.76 |
Aug 13, 2025 | 16,839.8 | -12,463.6 | 4,376.2 | 0.74 |
Aug 12, 2025 | 18,044.94 | -11,598.98 | 6,445.96 | 0.64 |
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