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Take-Two Interactive Software, Inc. Common Stock TTWO

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Market dataready · fetched 2026-11-07T20:38:50.873Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:59:24.339964692Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T20:38:50.307372+00:00

Share price$216.00
1D+1.4%
AH$209$212$214$216$2185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTTWO
Sold putSold callAH

Take-Two Interactive Software, Inc. Common Stock options

Live interpolated TTWO call and put midpoint premiums by absolute delta.Take-Two Interactive Software, Inc. Common Stock$1.76$10.36$18.95$27.55$36.14$185.79$200.57$215.35$230.13$244.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TTWO spot · $216.00TTWO PRICE$2.69$3.49$4.42$5.22$6.49$7.55$8.67$10.28$11.43$12.99$14.75$16.08$17.48$2.96$3.91$5.01$6.25$7.74$9.46$11.40$13.40$15.52$18.34$22.22$33.66
Puts——
CallsExpensive1.58×
Skew——
Implied moveBearish±$20.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ240.3992.0%12.5%197.3490.5%10.0%
25Δ235.0489.4%10.4%201.3989.1%8.6%
30Δ230.8888.5%8.9%204.8889.3%7.5%
35Δ226.6684.5%7.4%208.1389.7%6.5%
40Δ223.7887.5%6.6%211.2891.3%5.8%
45Δ220.4985.7%5.6%214.4493.4%5.1%
50Δ217.3883.8%4.7%217.7695.3%4.5%
55Δ214.4885.6%4.1%221.1695.7%3.8%
60Δ211.6282.1%3.3%224.6295.4%3.2%
65Δ208.7781.1%2.7%228.5697.2%2.7%
70Δ205.8680.2%2.1%233.37101.4%2.2%
75Δ203.3876.0%1.6%
80Δ200.9771.2%1.1%246.57112.4%1.4%

20Δ

Calls
Pseudo strike
240.39
IV
92.0%
B/E move
12.5%
Puts
Pseudo strike
197.34
IV
90.5%
B/E move
10.0%

25Δ

Calls
Pseudo strike
235.04
IV
89.4%
B/E move
10.4%
Puts
Pseudo strike
201.39
IV
89.1%
B/E move
8.6%

30Δ

Calls
Pseudo strike
230.88
IV
88.5%
B/E move
8.9%
Puts
Pseudo strike
204.88
IV
89.3%
B/E move
7.5%

35Δ

Calls
Pseudo strike
226.66
IV
84.5%
B/E move
7.4%
Puts
Pseudo strike
208.13
IV
89.7%
B/E move
6.5%

40Δ

Calls
Pseudo strike
223.78
IV
87.5%
B/E move
6.6%
Puts
Pseudo strike
211.28
IV
91.3%
B/E move
5.8%

45Δ

Calls
Pseudo strike
220.49
IV
85.7%
B/E move
5.6%
Puts
Pseudo strike
214.44
IV
93.4%
B/E move
5.1%

50Δ

Calls
Pseudo strike
217.38
IV
83.8%
B/E move
4.7%
Puts
Pseudo strike
217.76
IV
95.3%
B/E move
4.5%

55Δ

Calls
Pseudo strike
214.48
IV
85.6%
B/E move
4.1%
Puts
Pseudo strike
221.16
IV
95.7%
B/E move
3.8%

60Δ

Calls
Pseudo strike
211.62
IV
82.1%
B/E move
3.3%
Puts
Pseudo strike
224.62
IV
95.4%
B/E move
3.2%

65Δ

Calls
Pseudo strike
208.77
IV
81.1%
B/E move
2.7%
Puts
Pseudo strike
228.56
IV
97.2%
B/E move
2.7%

70Δ

Calls
Pseudo strike
205.86
IV
80.2%
B/E move
2.1%
Puts
Pseudo strike
233.37
IV
101.4%
B/E move
2.2%

75Δ

Calls
Pseudo strike
203.38
IV
76.0%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
200.97
IV
71.2%
B/E move
1.1%
Puts
Pseudo strike
246.57
IV
112.4%
B/E move
1.4%

Options history

IV · four-Friday blend60.61%
Daily close
TTWO32.9%47.8%62.7%2026-08-10: 42.12%2026-08-11: 41.46%2026-08-12: 40.90%2026-08-13: 39.38%2026-08-14: 39.43%2026-08-17: 41.97%2026-08-18: 47.07%2026-08-19: 43.94%2026-08-20: 49.06%2026-08-21: 45.02%2026-08-24: 53.91%2026-08-25: 52.84%2026-08-26: 55.42%2026-08-27: 53.99%2026-08-28: 39.08%2026-08-31: 41.15%2026-09-01: 40.29%2026-09-02: 39.92%2026-09-03: 37.80%2026-09-04: 35.61%2026-09-08: 40.51%2026-09-09: 38.55%2026-09-10: 40.54%2026-09-11: 35.05%2026-09-14: 39.99%2026-09-15: 39.36%2026-09-16: 40.53%2026-09-17: 37.03%2026-09-18: 35.42%2026-09-21: 37.98%2026-09-22: 38.98%2026-09-23: 38.04%2026-09-24: 39.15%2026-09-25: 34.96%2026-09-28: 39.86%2026-09-29: 37.54%2026-09-30: 39.84%2026-10-01: 39.15%2026-10-02: 34.94%2026-10-05: 36.17%2026-10-06: 37.24%2026-10-07: 36.98%2026-10-08: 42.77%2026-10-09: 38.85%2026-10-12: 40.01%2026-10-13: 43.76%2026-10-14: 45.06%2026-10-15: 43.97%2026-10-16: 43.41%2026-10-19: 42.83%2026-10-20: 41.20%2026-10-21: 43.93%2026-10-22: 47.00%2026-10-23: 48.21%2026-10-26: 50.75%2026-10-27: 51.35%2026-10-28: 51.00%2026-10-29: 50.74%2026-10-30: 60.61%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
42.12%
41.46%
40.90%
39.38%
39.43%
41.97%
47.07%
43.94%
49.06%
45.02%
53.91%
52.84%
55.42%
53.99%
39.08%
41.15%
40.29%
39.92%
37.80%
35.61%
40.51%
38.55%
40.54%
35.05%
39.99%
39.36%
40.53%
37.03%
35.42%
37.98%
38.98%
38.04%
39.15%
34.96%
39.86%
37.54%
39.84%
39.15%
34.94%
36.17%
37.24%
36.98%
42.77%
38.85%
40.01%
43.76%
45.06%
43.97%
43.41%
42.83%
41.20%
43.93%
47.00%
48.21%
50.75%
51.35%
51.00%
50.74%
60.61%