ApexVol
Communication Services Large Cap Tech Live Data Updated 2026-03-01

TTWO Options

Take-Two Interactive Options Chain, Implied Volatility & Greeks

Comprehensive options market data for Take-Two Interactive (TTWO). Explore implied volatility patterns, options chain liquidity, gamma exposure levels, and key market metrics.

TTWO Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 22% - 55%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
22% - 55%
Market Cap
$30B+
Weeklies
Yes

1 About Take-Two Interactive (TTWO)

Take-Two Interactive publishes iconic video game franchises including Grand Theft Auto, NBA 2K, and Red Dead Redemption through its Rockstar Games and 2K labels.

Company Profile

Sector Communication Services
Industry Electronic Gaming
Market Cap $30B+
Exchange NASDAQ

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End March

Take-Two Interactive operates in the Communication Services sector.

2 TTWO Options Market Overview

TTWO options provide good liquidity for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Good

TTWO options are available for trading across multiple expirations.

3 TTWO Volatility Profile

TTWO implied volatility reflects growth expectations and competitive dynamics in the technology sector. IV expands around earnings and product announcements.

Low IV Environment
22% - 30%
Below average volatility
Typical IV Range
30% - 46%
Normal conditions
Elevated IV
46% - 55%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

Historical Volatility vs IV

TTWO IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View TTWO Volatility Lab

TTWO Gamma Exposure (GEX)

Gamma Exposure analysis for TTWO reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: TTWO tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live TTWO GEX

4 Common TTWO Options Strategies

These are strategies commonly used by traders on TTWO options, based on typical market characteristics. This is not investment advice.

Popular for TTWO shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on TTWO.

Range-bound strategy for TTWO between events.

Key Considerations for TTWO Options

  • TTWO options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
  • Monitor earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing positions

Frequently Asked Questions: TTWO Options

What is TTWO's typical implied volatility?

TTWO implied volatility typically ranges from 22% - 55%.

Does TTWO have weekly options?

TTWO offers weekly options.

Explore TTWO Options Data

Access institutional-grade analytics including gamma exposure, implied volatility, and real-time options flow.