TTWO · Expected Move

Take-Two Interactive Software Inc

The expected move for TTWO is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

TTWO straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current TTWO Expected Move
30-Day Straddle
$31.20
7-Day Straddle
$19.50
30-Day ATM IV
64.5%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to TTWO's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
TTWO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261106 $31.20 $19.50 64.5% 100%
20261105 $31.30 $19.85 64.2% 100%
20261104 $29.15 $19.85 60.9% 92%
20261103 $27.60 $18.20 62.1% 96%
20261102 $28.45 $9.15 63.3% 100%
20261030 $25.40 $9.40 60.3% 100%
20261029 $25.05 $9.20 56.4% 93%
20261028 $24.95 $10.00 56.0% 91%
20261027 $25.85 $11.50 56.1% 92%
20261026 $27.05 $7.05 56.0% 91%
20261023 $25.45 $8.60 56.2% 92%
20261022 $26.70 $9.80 56.9% 95%
20261021 $24.10 $10.10 51.7% 72%
20261020 $25.60 $10.85 53.0% 78%
20261019 $24.95 $6.17 51.8% 72%
20261016 $23.00 $8.97 52.5% 76%
20261015 $25.30 $9.75 53.8% 81%
20261014 $24.00 $11.35 51.9% 73%
20261013 $23.75 $11.50 50.3% 66%
20261012 $23.65 $7.50 46.7% 49%
20261009 $20.55 $8.65 44.7% 41%
20261008 $21.85 $9.30 46.7% 50%
20261007 $20.65 $9.05 43.7% 36%
20261006 $20.45 $9.20 41.5% 26%
20261005 $20.70 $6.17 41.0% 24%
20261002 $16.85 $7.40 39.0% 15%
20261001 $16.80 $8.50 38.0% 11%
20260930 $17.75 $9.70 37.4% 8%
20260929 $18.15 $9.15 37.6% 9%
20260928 $17.80 $7.70 36.9% 6%
20260925 $15.80 $7.38 35.7% 0%
20260924 $16.15 $10.20 35.6% 0%
20260923 $17.50 $9.80 37.2% 7%
20260922 $17.95 $10.50 37.5% 8%
20260921 $18.20 $7.18 36.4% 3%
20260918 $16.40 $7.93 35.6% 0%
20260917 $17.05 $8.52 36.1% 0%
20260916 $18.40 $10.85 37.7% 7%
20260915 $18.65 $10.70 37.6% 7%
20260914 $20.25 $7.80 38.0% 9%
20260911 $17.20 $7.43 36.1% 0%
20260910 $18.70 $9.55 38.0% 8%
20260909 $18.55 $9.35 38.4% 10%
20260908 $19.65 $11.40 39.1% 13%
20260904 $17.10 $7.80 36.8% 3%
20260903 $17.20 $8.50 36.1% 0%
20260902 $18.30 $10.30 37.0% 0%
20260901 $19.70 $10.90 39.0% 9%
20260831 $20.75 $8.55 40.0% 13%
20260828 $20.30 $10.50 39.2% 10%
20260827 $22.25 $13.15 41.8% 22%
20260826 $23.45 $14.90 43.6% 30%
20260825 $23.55 $15.75 42.9% 26%
20260824 $23.80 $14.30 43.1% 28%
20260821 $21.90 $13.40 41.4% 20%
20260820 $23.15 $14.85 42.9% 27%
20260819 $22.50 $14.60 40.7% 17%
20260818 $23.25 $15.75 41.1% 19%
20260817 $23.00 $8.05 40.2% 14%
20260814 $21.55 $9.55 39.1% 10%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.