TWO · Two Harbors Investment Corp.

Track TWO — free

$12.04 +0.01 (+0.08%) At close · Aug 14

Market Cap

$1.26B

105.05M

Options Chain

Underlying $12.04 · at close Aug 14, 2026 Options Calculator

Positioning

Aug 21, 2026 · 5 days to expiry · 42 contracts · mixed snapshot sessions · Jul 1, 2026–Aug 13, 2026; 27 unknown

Put / call OI

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dated and unknown snapshot sessions

Open interest

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dated and unknown snapshot sessions

Volume

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dated and unknown snapshot sessions

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 5d Sep 18 33d Oct 16 61d Nov 20 96d Dec 18 124d Jan 15 152d Mar 19 215d Jun 17 305d Sep 17 397d Dec 17 488d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	20	611.3%	0.964	$8.70		$0.03	—	—	47	47
Call · $4 In the money Snapshot session Jul 1, 2026 Last $8.70 Breakeven $12.70 Implied vol 611.3% Delta 0.964 ≈96% ITM Gamma 0.008 Theta -0.059 Vega 0.001 Open interest 0 Model this call Put · $4 Snapshot session Jul 22, 2026 Last $0.03 Breakeven $3.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 47 Model this put
0	11	768.9%	0.916	$7.45		—	—	—	—	0
Call · $5 In the money Snapshot session Jul 1, 2026 Last $7.45 Breakeven $12.45 Implied vol 768.9% Delta 0.916 ≈92% ITM Gamma 0.013 Theta -0.15 Vega 0.002 Open interest 0 Model this call Put · $5 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	1	405.7%	0.945	$6.46		$0.03	—	—	6	6
Call · $6 In the money Snapshot session Jul 1, 2026 Last $6.46 Breakeven $12.46 Implied vol 405.7% Delta 0.945 ≈95% ITM Gamma 0.018 Theta -0.056 Vega 0.002 Open interest 0 Model this call Put · $6 Snapshot session Jul 22, 2026 Last $0.03 Breakeven $5.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this put
0	—	329.2%	0.932	—		—	—	—	—	0
Call · $7 In the money Snapshot session Unknown Last — Breakeven — Implied vol 329.2% Delta 0.932 ≈93% ITM Gamma 0.026 Theta -0.053 Vega 0.002 Open interest 0 Model this call Put · $7 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	263.6%	0.916	—		—	—	—	—	0
Call · $8 In the money Snapshot session Unknown Last — Breakeven — Implied vol 263.6% Delta 0.916 ≈92% ITM Gamma 0.039 Theta -0.05 Vega 0.002 Open interest 0 Model this call Put · $8 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	206.1%	0.893	—		—	—	—	—	0
Call · $9 In the money Snapshot session Unknown Last — Breakeven — Implied vol 206.1% Delta 0.893 ≈89% ITM Gamma 0.06 Theta -0.048 Vega 0.002 Open interest 0 Model this call Put · $9 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	309.9%	0.745	—		—	—	—	—	0
Call · $10 In the money Snapshot session Unknown Last — Breakeven — Implied vol 309.9% Delta 0.745 ≈75% ITM Gamma 0.068 Theta -0.127 Vega 0.005 Open interest 0 Model this call Put · $10 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	4	231.5%	0.672	$1.05		$0.03	-0.138	66.4%	30	327
Call · $11 In the money Snapshot session Jul 21, 2026 Last $1.05 Breakeven $12.05 Implied vol 231.5% Delta 0.672 ≈67% ITM Gamma 0.103 Theta -0.107 Vega 0.006 Open interest 0 Model this call Put · $11 Snapshot session Aug 13, 2026 Last $0.03 Breakeven $10.97 Implied vol 66.4% Delta -0.138 ≈14% ITM Gamma 0.218 Theta -0.019 Vega 0.004 Open interest 327 Model this put
23	75	18.9%	0.531	$0.25		$0.05	-0.479	50.1%	50	350
Call · $12 In the money Snapshot session Jul 30, 2026 Last $0.25 Breakeven $12.25 Implied vol 18.9% Delta 0.531 ≈53% ITM Gamma 1.412 Theta -0.009 Vega 0.006 Open interest 23 Model this call Put · $12 Snapshot session Aug 12, 2026 Last $0.05 Breakeven $11.95 Implied vol 50.1% Delta -0.479 ≈48% ITM Gamma 0.524 Theta -0.027 Vega 0.006 Open interest 350 Model this put
Underlying $12.04
3	3	—	—	$0.03		$0.96	-0.998	0.2%	487	880
Call · $13 Snapshot session Jul 20, 2026 Last $0.03 Breakeven $13.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $13 In the money Snapshot session Aug 10, 2026 Last $0.96 Breakeven $12.04 Implied vol 0.2% Delta -0.998 ≈100% ITM Gamma 0 Theta -0.002 Vega 0 Open interest 880 Model this put
0	—	—	—	—		$1.85	-0.643	230.3%	1	40
Call · $14 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $14 In the money Snapshot session Jul 20, 2026 Last $1.85 Breakeven $12.15 Implied vol 230.3% Delta -0.643 ≈64% ITM Gamma 0.106 Theta -0.112 Vega 0.006 Open interest 40 Model this put
0	—	—	—	—		$2.75	-0.709	246.1%	22	33
Call · $15 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $15 In the money Snapshot session Jul 8, 2026 Last $2.75 Breakeven $12.25 Implied vol 246.1% Delta -0.709 ≈71% ITM Gamma 0.091 Theta -0.111 Vega 0.006 Open interest 33 Model this put
0	—	—	—	—		$4.50	-0.881	172.3%	31	0
Call · $16 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $16 In the money Snapshot session Jul 6, 2026 Last $4.50 Breakeven $11.50 Implied vol 172.3% Delta -0.881 ≈88% ITM Gamma 0.074 Theta -0.045 Vega 0.003 Open interest 0 Model this put
0	—	—	—	—		—	-0.905	190.1%	—	0
Call · $17 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $17 In the money Snapshot session Unknown Last — Breakeven — Implied vol 190.1% Delta -0.905 ≈91% ITM Gamma 0.057 Theta -0.043 Vega 0.003 Open interest 0 Model this put
0	—	—	—	—		$6.30	-0.747	351.5%	5	0
Call · $18 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $18 In the money Snapshot session Jul 6, 2026 Last $6.30 Breakeven $11.70 Implied vol 351.5% Delta -0.747 ≈75% ITM Gamma 0.059 Theta -0.146 Vega 0.005 Open interest 0 Model this put
0	—	—	—	—		—	-0.918	233.2%	—	0
Call · $19 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $19 In the money Snapshot session Unknown Last — Breakeven — Implied vol 233.2% Delta -0.918 ≈92% ITM Gamma 0.042 Theta -0.047 Vega 0.002 Open interest 0 Model this put
0	—	—	—	—		—	-0.922	251.3%	—	0
Call · $20 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20 In the money Snapshot session Unknown Last — Breakeven — Implied vol 251.3% Delta -0.922 ≈92% ITM Gamma 0.037 Theta -0.048 Vega 0.002 Open interest 0 Model this put
0	—	—	—	—		—	-0.926	268.6%	—	0
Call · $21 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $21 In the money Snapshot session Unknown Last — Breakeven — Implied vol 268.6% Delta -0.926 ≈93% ITM Gamma 0.033 Theta -0.049 Vega 0.002 Open interest 0 Model this put
0	—	—	—	—		—	-0.781	447%	—	0
Call · $22 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $22 In the money Snapshot session Unknown Last — Breakeven — Implied vol 447% Delta -0.781 ≈78% ITM Gamma 0.043 Theta -0.172 Vega 0.005 Open interest 0 Model this put
0	—	—	—	—		—	-0.787	468.4%	—	0
Call · $23 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $23 In the money Snapshot session Unknown Last — Breakeven — Implied vol 468.4% Delta -0.787 ≈79% ITM Gamma 0.041 Theta -0.178 Vega 0.005 Open interest 0 Model this put
0	—	—	—	—		—	-0.857	405.6%	—	0
Call · $24 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $24 In the money Snapshot session Unknown Last — Breakeven — Implied vol 405.6% Delta -0.857 ≈86% ITM Gamma 0.036 Theta -0.118 Vega 0.004 Open interest 0 Model this put

About this data

Each contract's last price, volume, greeks, implied volatility and open interest belongs to the snapshot session shown in its details; unknown means the provider omitted the timestamp. This chain has mixed snapshot sessions · Jul 1, 2026–Aug 13, 2026; 27 unknown. Cross-contract positioning totals are shown only when every returned row has the same known session. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown.

Key facts CIK 1465740 CUSIP 90187B804 13F (30d) 217 filings 217 filers Visit website Investor relations