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Take-Two Interactive Software Inc TTWO

COMMUNICATION SERVICES · ELECTRONIC GAMING & MULTIMEDIA
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Market dataready · fetched 2026-10-16T21:48:50.118Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:25:35.596790023Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:48:49.407801+00:00

Share price$205.89
1D-2.3%
AH$203$205$207$209$2115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTTWO
Sold putSold callAH

Take-Two Interactive Software Inc options

Live interpolated TTWO call and put midpoint premiums by absolute delta.Take-Two Interactive Software Inc$0.74$5.02$9.31$13.59$17.87$188.99$197.22$205.44$213.67$221.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TTWO spot · $205.89TTWO PRICE$1.25$1.58$1.91$2.36$2.85$3.37$3.90$4.43$5.12$5.81$6.43$7.05$7.73$1.20$1.60$2.17$2.85$3.49$4.11$4.77$5.57$6.94$8.55$10.15$12.16$16.64
PutsCheap0.89×
CallsCheap0.77×
SkewBearish+8.05 pp
Implied moveBearish±$8.67
TiltBearish19.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ216.2640.0%5.6%197.6236.9%4.6%
25Δ213.9438.4%4.7%199.3536.5%4.0%
30Δ211.7936.0%3.8%200.7638.0%3.5%
35Δ210.3136.0%3.3%201.9940.5%3.3%
40Δ208.9435.9%2.9%203.3941.4%2.9%
45Δ207.5935.8%2.5%204.9141.0%2.5%
50Δ206.3235.2%2.1%206.3540.3%2.1%
55Δ205.0534.5%1.7%207.8540.3%1.8%
60Δ203.8134.2%1.5%209.6043.1%1.6%
65Δ202.5733.9%1.2%211.6345.9%1.4%
70Δ201.4632.5%1.0%213.7247.2%1.1%
75Δ200.3631.0%0.7%216.2148.8%0.9%
80Δ199.3029.1%0.6%220.9357.1%0.8%

20Δ

Calls
Pseudo strike
216.26
IV
40.0%
B/E move
5.6%
Puts
Pseudo strike
197.62
IV
36.9%
B/E move
4.6%

25Δ

Calls
Pseudo strike
213.94
IV
38.4%
B/E move
4.7%
Puts
Pseudo strike
199.35
IV
36.5%
B/E move
4.0%

30Δ

Calls
Pseudo strike
211.79
IV
36.0%
B/E move
3.8%
Puts
Pseudo strike
200.76
IV
38.0%
B/E move
3.5%

35Δ

Calls
Pseudo strike
210.31
IV
36.0%
B/E move
3.3%
Puts
Pseudo strike
201.99
IV
40.5%
B/E move
3.3%

40Δ

Calls
Pseudo strike
208.94
IV
35.9%
B/E move
2.9%
Puts
Pseudo strike
203.39
IV
41.4%
B/E move
2.9%

45Δ

Calls
Pseudo strike
207.59
IV
35.8%
B/E move
2.5%
Puts
Pseudo strike
204.91
IV
41.0%
B/E move
2.5%

50Δ

Calls
Pseudo strike
206.32
IV
35.2%
B/E move
2.1%
Puts
Pseudo strike
206.35
IV
40.3%
B/E move
2.1%

55Δ

Calls
Pseudo strike
205.05
IV
34.5%
B/E move
1.7%
Puts
Pseudo strike
207.85
IV
40.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
203.81
IV
34.2%
B/E move
1.5%
Puts
Pseudo strike
209.60
IV
43.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
202.57
IV
33.9%
B/E move
1.2%
Puts
Pseudo strike
211.63
IV
45.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
201.46
IV
32.5%
B/E move
1.0%
Puts
Pseudo strike
213.72
IV
47.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
200.36
IV
31.0%
B/E move
0.7%
Puts
Pseudo strike
216.21
IV
48.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
199.30
IV
29.1%
B/E move
0.6%
Puts
Pseudo strike
220.93
IV
57.1%
B/E move
0.8%