TAKE TWO INTERACTIVE SOFTWARE INC (TTWO) Implied Volatility
TAKE TWO INTERACTIVE SOFTWARE INC (TTWO) options trade at a 30-day at-the-money implied volatility of 42.1%, an IV rank of 64 out of 100 over the past year. This page breaks down TTWO's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Jul 10, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
TTWO 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 42.1% |
| ATM IV — 2 month | 49.0% |
| ATM IV — 3 month | 47.0% |
| IV rank (1 year) | 64 / 100 |
| IV percentile (1 year) | 89% |
| Expected move (front expiration) | ±$24.66 (±10.1%) |
| Historical volatility — 10 day | 69.7% |
| Historical volatility — 21 day | 56.8% |
| Historical volatility — 30 day | 48.4% |
| Historical volatility — 60 day | 41.1% |
| IV / HV ratio | 0.87 |
| Term slope (front − 3M) | -4.9 pts |
| 25Δ skew (front) | -7.6 pts |
An IV rank of 64 places current implied volatility in the middle of its 52-week range. An IV/HV ratio of 0.87 means implied volatility is roughly in line with recent realized volatility. The term structure is in contango — front-month IV sits below 3-month IV, the typical shape in calm markets.
TTWO IV Rank History
TTWO IV rank (0–100), past year.
IV rank has fallen from 79 in Feb '26 to 64 today. An IV percentile of 89% means implied volatility was lower than today on 89% of trading days in the past year.
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TTWO Options FAQ
What is the implied volatility of TTWO options?
TTWO options trade at a 30-day at-the-money implied volatility of 42.1% as of Jul 10, 2026. That is an IV rank of 64 out of 100, meaning implied volatility is elevated relative to its own 52-week range.
Is TTWO implied volatility high or low right now?
By its own 52-week standards, TTWO implied volatility is currently moderate: IV rank is 64 out of 100 as of Jul 10, 2026. Compared with realized movement, the IV/HV ratio of 0.87 shows options pricing less movement than the stock has recently delivered.
What move do TTWO options imply before the next expiration?
Front-expiration TTWO options imply a one-standard-deviation move of ±$24.66 (±10.1%) as of Jul 10, 2026, derived from at-the-money option prices.
What is the difference between TTWO's IV rank and IV percentile?
IV rank (currently 64) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 89%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.