Take-Two Interactive Software (TTWO) Options Chain

NASDAQ: TTWOTechnologyComputer Software: Prepackaged SoftwareUSD

213.44+4.07 (+1.94%)

At close: Oct 9, 4:00 PM ET · Delayed 15 min

Expiration date

Expiration: Sep 17, 2027
Days to expiration: 341
Share price: $213.44
Put/call ratio (OI): 0.91
Put/call ratio (volume): 3.14
ATM implied volatility: 45.9%
Expected move: ±$94.67
Open interest (C / P): 1.49K / 1.36K

TTWO options summary

The TTWO options chain for the September 17, 2027 expiration lists 28 call and 27 put contracts, with 341 days until expiration. Open interest stands at 1,494 calls and 1,356 puts, a put/call ratio of 0.91, which is fairly balanced between calls and puts. At-the-money implied volatility near the $210.00 strike is 45.9%, which implies the market expects a move of about ±$94.67 (44.4%) in Take-Two Interactive Software stock by expiration.

The most open interest sits at the $210.00 call (437 contracts) and the $190.00 put (583 contracts).

Summary generated from market data by MetaCap's automated system. Methodology

TTWO options chain · September 17, 2027

TTWO calls and puts by strike price. Shaded cells are in the money.
Calls							Puts
OI	Vol	IV	Last	Bid	Ask	Strike	Bid	Ask	Last	IV	Vol	OI
—	—	—	—	—	—	110.00	1.70	2.90	2.45	50.2%	—	1
—	—	—	—	—	—	120.00	2.70	3.70	3.40	47.7%	—	11
—	—	—	—	—	—	125.00	3.10	4.30	4.45	47.0%	1	7
—	—	—	—	—	—	130.00	0.00	0.00	4.40	12.5%	—	0
26	—	60.7%	94.30	88.70	92.40	135.00	4.50	5.70	6.09	45.6%	1	3
19	18	60.2%	89.90	85.40	88.50	140.00	5.30	6.60	6.90	45.1%	13	18
27	—	58.6%	86.10	80.90	84.80	145.00	6.30	7.60	7.10	44.6%	2	5
18	—	57.5%	82.30	77.50	80.50	150.00	7.00	8.10	9.00	43.0%	1	31
0	5	56.9%	65.50	74.10	76.90	155.00	8.50	9.60	11.10	43.2%	2	2
4	2	56.2%	63.50	70.30	73.80	160.00	—	—	—	—	—	—
2	—	55.1%	72.33	66.90	70.00	165.00	10.90	12.30	12.47	42.4%	—	1
1	1	54.6%	67.50	63.90	66.60	170.00	11.80	13.70	15.73	41.9%	1	12
1	—	54.3%	65.00	60.90	63.60	175.00	14.60	15.30	14.90	41.5%	1	14
20	2	53.5%	59.67	57.60	60.50	180.00	15.90	17.20	19.88	41.3%	1	40
2	1	53.2%	47.87	54.90	57.60	185.00	18.30	19.00	21.76	40.9%	1	17
3	1	53.0%	54.00	52.20	54.90	190.00	19.00	22.20	24.00	42.2%	541	583
9	9	52.4%	54.10	49.40	52.10	195.00	21.70	23.10	22.59	40.2%	3	32
96	2	52.1%	48.10	46.90	49.50	200.00	24.10	25.20	26.00	39.7%	1	110
437	1	51.1%	43.63	42.00	44.30	210.00	28.20	31.30	30.52	40.6%	1	118
TTWO $213.44
60	7	50.9%	38.70	37.70	40.20	220.00	33.80	36.90	36.70	40.3%	7	194
141	1	51.0%	35.04	33.80	35.40	230.00	39.80	42.60	41.60	39.6%	5	81
120	24	51.3%	30.70	30.10	32.40	240.00	45.20	49.00	50.50	39.2%	1	39
108	51	50.2%	23.70	26.80	28.50	250.00	52.10	55.50	53.64	38.5%	4	15
207	12	50.6%	22.33	23.90	26.10	260.00	59.60	62.80	65.70	38.3%	2	10
95	1	51.0%	18.14	20.50	24.00	270.00	67.30	70.70	69.70	38.4%	—	1
11	3	50.1%	16.00	18.10	21.00	280.00	75.00	77.90	75.90	37.2%	—	4
—	—	—	—	—	—	290.00	83.20	86.30	90.37	37.2%	4	2
10	1	50.5%	13.00	14.30	17.50	300.00	—	—	—	—	—	—
3	—	49.1%	16.09	11.50	13.40	320.00	—	—	—	—	—	—
44	44	50.2%	14.50	10.10	12.80	330.00	—	—	—	—	—	—
4	1	50.2%	10.00	8.50	10.50	350.00	136.30	139.40	121.90	34.8%	—	5
6	1	50.2%	8.29	7.40	9.50	360.00	—	—	—	—	—	—
20	1	52.6%	6.40	5.90	10.00	370.00	—	—	—	—	—	—

In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.

Frequently asked questions

What is the TTWO put/call ratio?

For the September 17, 2027 expiration, the TTWO put/call ratio based on open interest is 0.91 (1,356 puts vs 1,494 calls), and 3.14 based on today's volume. A ratio above 1 means more puts than calls.

What is TTWO's implied volatility?

At-the-money implied volatility for TTWO options expiring September 17, 2027 is about 45.9%, an annualized estimate of how much the market expects Take-Two Interactive Software stock to move.

How many TTWO option expiration dates are there?

TTWO has 13 listed expiration dates, from Oct 16, 2026 to Jan 19, 2029.

What does "in the money" mean?

A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.