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.
|Next Earnings Date||5/15/2023 (44d)|
|Implied Volatility (IV) 30d|
|Implied Volatility Percentile (IVP) 1y|
|Historical Volatility (HV) 30d|
|IV / HV|
|Put/Call Ratio (Volume)|
Data was calculated after the 3/31/2023 closing.