TTWO · Options

Take-Two Interactive Software, Inc. (TTWO) options chain & liquidity

Term structure, skew and the liquidity of the published chain.

$201.28

Volatility term structureATM IV by stored expiration. Earnings-containing expirations are marked; missing IV stays unavailable. Expiry spacing reflects DTE, not equal calendar spacing.

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2026-11-06: ATM IV: 43% 10 DTE · ATM strike $202.50 · No stored earnings marker Update time unavailable

Event / reference markers

Earnings expiry 2026-11-13: 17

Exact data table

Volatility term structure · full stored dataset, independent of graph range/toggles

ATM IV (%)	Context	Updated
43%	10 DTE · ATM strike $202.50 · No stored earnings marker	Update time unavailable
56.34%	17 DTE · ATM strike $202.50 · Contains earnings	Update time unavailable
62.02%	24 DTE · ATM strike $202.50 · No stored earnings marker	Update time unavailable
57.42%	31 DTE · ATM strike $200.00 · No stored earnings marker	Update time unavailable

Liquidity classification: ACCEPTABLE
Median bid-ask width: 29.3%
25-delta put IV: 55.3%
25-delta call IV: 63.9%
Downside skew: -2.4%

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Data provenance

Figures are from published, reviewed research as of Oct 27, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.