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TTWO - Take-Two Interactive Software
Implied Volatility Analysis

Implied Volatility:
31.4%
Put/Call-Ratio:
0.15

Take-Two Interactive Software has an Implied Volatility (IV) of 31.4% p.a. for a constant maturity of 30 days.0 The current Implied Volatility Index for TTWO is -1.81 standard deviations away from its 1 year mean.

Market Cap$19.67B
Next Earnings Date5/15/2023 (44d)
Implied Volatility (IV) 30d
31.42
Implied Volatility Percentile (IVP) 1y
0.40
Historical Volatility (HV) 30d
33.83
IV / HV
0.93
Open Interest
82.61K
Option Volume
3.99K
Put/Call Ratio (Volume)
0.15

Data was calculated after the 3/31/2023 closing.

This stock chart shows TTWO Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for TTWO Take-Two Interactive Software over a one year time horizon.
Tradingview Chart →

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