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TTWO - Take-Two Interactive Software
Implied Volatility Analysis

Implied Volatility:
42.2%
Put/Call-Ratio:
0.50

Take-Two Interactive Software has an Implied Volatility (IV) of 42.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TTWO is 41 and the Implied Volatility Percentile (IVP) is 63. The current Implied Volatility Index for TTWO is 0.15 standard deviations away from its 1 year mean.

Market Cap$15.06B
Next Earnings Date8/1/2022 (37d)
Implied Volatility (IV) 30d
42.19
Implied Volatility Rank (IVR) 1y
40.64
Implied Volatility Percentile (IVP) 1y
62.64
Historical Volatility (HV) 30d
31.81
IV / HV
1.33
Open Interest
119.35K
Option Volume
5.17K
Put/Call Ratio (Volume)
0.50

Data was calculated after the 6/24/2022 closing.

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