Dynex Capital (DX) options flow
Price delayed 15 minutes
Options flow session · Last trade
The optional price chart loads separately. Recorded options trades are available below.
Session chart data
| Strike (USD) | Net GEX per 1% move (USD) |
|---|---|
| $2.50 | $0 |
| $5 | $7 |
| $7.50 | -$170 |
| $10 | -$137,543 |
| $12.50 | $71,192 |
| $15 | $16,652 |
| $17.50 | -$13 |
| $20 | $0 |
| $22.50 | $0 |
| $25 | -$104 |
DX session snapshot
Bullflow recorded 2 DX options trades on Thursday, November 5, 2026, totaling $32,355 in premium. Calls made up $32.36K (100.0%) across 2 trades and puts $0.00 (0.0%) across 0 trades, a put/call premium ratio of 0.00.
0 trades were sweeps and 2 were blocks. 2 filled at or above the ask, 0 at or below the bid and 0 at the mid. The largest was a $16,800 block of 200 Mar 19, 2027 $10 Call trade at 14:08:36 ET, filled at the ask.
DX closed at $10.75, down 1.47% from the prior close. Net gamma exposure was -$49.98K per 1% move at the Nov 5, 2026, 16:00:26 ET snapshot; the largest positive GEX strike was $12.50.
- Company
- Dynex Capital, Inc.
- Exchange
- NYSE
- Sector
- Unavailable
- Close
- $10.75
DX options flow statistics
- Total premium
- $32.36K
- Recorded trades
- 2
- Call premium
- $32.36K
- Put premium
- $0.00
- Put/call premium ratio
- 0.00
- Avg premium per trade
- $16.18K
- Calls / puts (trades)
- 2 / 0
- Sweeps / blocks
- 0 / 2
- At or above ask
- 2
- At or below bid
- 0
- Largest trade
- $16.80K
- Last trade
Where the premium went
in calls
$32.36K · 2 trades
Premium
Trade type
Fill side
DX largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| DX Mar 19, 2027 $10 | Call | $16,800 | 200 | Ask | Block | |
| DX Mar 19, 2027 $10 | Call | $15,555 | 183 | Ask | Block |
2 of the 2 largest trades, $32.36K combined
The 2 largest trades total $32.36K of $32.36K
DX gamma exposure
- Spot at snapshot
- $10.72
- Net GEX per 1% move
- -$49.98K
- Largest positive strike
- $12.50
- Largest negative strike
- $10
Closing snapshot , 10 strikes across 4 expirations (Unavailable to Unavailable).
DX options flow questions
What was the largest DX options trade on November 5, 2026?
A $16,800 block of 200 DX Mar 19, 2027 $10 Call trade at 14:08:36 ET, filled at the ask. It was the largest of 2 trades Bullflow recorded for DX that session.
How much DX options premium traded on November 5, 2026?
$32,355 across 2 recorded sweeps and blocks: $32,355 in calls (2 trades) and $0 in puts (0 trades).
Was DX options flow bullish or bearish on November 5, 2026?
Calls were 100.0% of premium (put/call premium ratio 0.00). 0 of 2 trades filled at or below the bid and 2 at or above the ask. Premium and fill side do not show whether a trade opened or closed a position or was a hedge, so they do not establish direction on their own.
What are DX's gamma exposure levels?
At the Nov 5, 2026 closing snapshot (16:00:26 ET, spot $10.72), DX net GEX was -$49.98K per 1% move. The largest positive GEX strike was $12.50. The largest negative GEX strike was $10. The snapshot covers 10 strikes and 4 expirations.
How often is DX options flow data updated?
The page shows a completed session (November 5, 2026, last trade 14:18:27 ET) and updates after the next trading day becomes historical. Intraday DX flow is in the Bullflow dashboard and API.
How to read this data
This summary covers recorded single-leg sweeps and blocks with positive premium, excluding cancelled trades. It describes the covered flow, not all options-market volume. Total premium is gross traded premium; it is not net buying pressure. The interactive dashboard can use different filters and may show different totals.
Calls, puts, and execution near the bid or ask provide context but do not establish whether a position was opened or closed, whether it was part of a hedge, or where the stock will move next. The session updates after the next trading day becomes historical.
Stock prices show regular-session candles delayed at least 15 minutes. The latest view refreshes during market hours; the flow-session view places recorded trades on their original date, using interpolated stock prices between candle samples. Gamma exposure shows its separately dated public closing snapshot.