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TTWO - Take-Two Interactive Software
Implied Volatility Analysis

Implied Volatility:
40.4%
Put/Call-Ratio:
0.64

Take-Two Interactive Software has an Implied Volatility (IV) of 40.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TTWO is 31 and the Implied Volatility Percentile (IVP) is 21. The current Implied Volatility Index for TTWO is -0.76 standard deviations away from its 1 year mean.

Market Cap$17.31B
Next Earnings Date2/6/2023 (70d)
Implied Volatility (IV) 30d
40.43
Implied Volatility Rank (IVR) 1y
31.13
Implied Volatility Percentile (IVP) 1y
21.20
Historical Volatility (HV) 30d
60.47
IV / HV
0.67
Open Interest
95.24K
Option Volume
1.91K
Put/Call Ratio (Volume)
0.64

Data was calculated after the 11/25/2022 closing.

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