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Take-Two Interactive Software Inc TTWO

COMMUNICATION SERVICES · ELECTRONIC GAMING & MULTIMEDIA
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Market dataready · fetched 2026-10-20T06:07:54.612Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T22:51:28.813428754Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:07:54.034936+00:00

Share price$205.50
1D-0.2%
AH$204.05$204.70$205.35$206.00$206.665:30 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$2.54$12.29$22.05$31.80$41.56$165.25$185.26$205.27$225.28$245.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TTWO spot · $205.50TTWO PRICE$3.59$4.45$5.71$7.09$8.31$10.06$11.24$13.10$15.31$17.21$19.83$22.81$25.85$3.67$5.08$6.08$8.01$9.44$11.91$14.28$16.69$20.00$23.26$27.73$32.40$38.75
PutsExpensive1.44×
CallsExpensive1.51×
SkewBearish+0.76 pp
Implied moveBearish±$25.52
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ241.1357.9%19.1%184.0150.9%12.2%
25Δ232.0953.8%15.1%188.1352.5%10.9%
30Δ226.7954.2%13.1%193.2049.3%8.9%
35Δ222.0754.7%11.5%196.7851.9%8.1%
40Δ217.0053.0%9.6%200.8150.6%6.9%
45Δ212.9554.2%8.5%204.6653.2%6.2%
50Δ208.5351.5%6.9%208.7653.9%5.4%
55Δ204.6151.7%5.9%212.8953.9%4.5%
60Δ200.6952.5%5.1%217.5955.3%3.9%
65Δ196.8251.3%4.2%222.3255.4%3.1%
70Δ192.7051.6%3.4%228.0256.9%2.5%
75Δ188.3251.9%2.7%233.9757.2%1.9%
80Δ183.9351.0%2.1%241.4458.4%1.4%

20Δ

Calls
Pseudo strike
241.13
IV
57.9%
B/E move
19.1%
Puts
Pseudo strike
184.01
IV
50.9%
B/E move
12.2%

25Δ

Calls
Pseudo strike
232.09
IV
53.8%
B/E move
15.1%
Puts
Pseudo strike
188.13
IV
52.5%
B/E move
10.9%

30Δ

Calls
Pseudo strike
226.79
IV
54.2%
B/E move
13.1%
Puts
Pseudo strike
193.20
IV
49.3%
B/E move
8.9%

35Δ

Calls
Pseudo strike
222.07
IV
54.7%
B/E move
11.5%
Puts
Pseudo strike
196.78
IV
51.9%
B/E move
8.1%

40Δ

Calls
Pseudo strike
217.00
IV
53.0%
B/E move
9.6%
Puts
Pseudo strike
200.81
IV
50.6%
B/E move
6.9%

45Δ

Calls
Pseudo strike
212.95
IV
54.2%
B/E move
8.5%
Puts
Pseudo strike
204.66
IV
53.2%
B/E move
6.2%

50Δ

Calls
Pseudo strike
208.53
IV
51.5%
B/E move
6.9%
Puts
Pseudo strike
208.76
IV
53.9%
B/E move
5.4%

55Δ

Calls
Pseudo strike
204.61
IV
51.7%
B/E move
5.9%
Puts
Pseudo strike
212.89
IV
53.9%
B/E move
4.5%

60Δ

Calls
Pseudo strike
200.69
IV
52.5%
B/E move
5.1%
Puts
Pseudo strike
217.59
IV
55.3%
B/E move
3.9%

65Δ

Calls
Pseudo strike
196.82
IV
51.3%
B/E move
4.2%
Puts
Pseudo strike
222.32
IV
55.4%
B/E move
3.1%

70Δ

Calls
Pseudo strike
192.70
IV
51.6%
B/E move
3.4%
Puts
Pseudo strike
228.02
IV
56.9%
B/E move
2.5%

75Δ

Calls
Pseudo strike
188.32
IV
51.9%
B/E move
2.7%
Puts
Pseudo strike
233.97
IV
57.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
183.93
IV
51.0%
B/E move
2.1%
Puts
Pseudo strike
241.44
IV
58.4%
B/E move
1.4%

Options history

TTWO51.8451.8951.952026-10-19T19:59:24.522000+00:00: 51.89%Oct 19Oct 19
Table
ObservationIVSkewImplied move
51.89%-1.19 pp12.43%