# TTWO - TAKE-TWO INTERA SOFTWARE Options Profit Calculator, Price & Chart

> Graphical, multi-leg complex stock option profit and loss calculator for TTWO.

Data as of Oct 20, 2026 (end of day). **Data is delayed**: the latest session is Nov 10, 2026. [Subscribe](https://www.optionistics.com/subscribe) to get the latest end-of-day data.

Stock at **206.70**. Build a position of up to 8 option legs plus stock; the chart shows P/L today and at expiration.

## Settings

| Field | Value |
|---|---|
| Stock price | 206.70 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.3244 |
| Indexed IV | 0.5162 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 207.50 | Call | 1 | Long | 2.1000 | 2.1292 | 0.3310 | 0.4589 | 0.0640 | -0.4201 | 0.0744 | 0.0076 |

**Cost** is the entry price per share, **TPrice** the theoretical value on the valuation date, **Vol** the volatility it is priced with; Greeks are per share (short legs negative). Quantities are contracts of 100 shares, or shares for the stock leg.

### Position totals ($)

| Cost | Value | P/L | Delta | Gamma | Theta | Vega | Rho |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 210.00 | 212.92 | 2.92 | 45.89 | 6.40 | -42.01 | 7.44 | 0.76 |

Cost is the net debit paid (negative: a net credit), Value the position's theoretical value on the valuation date, P/L the difference; Greeks are position totals in shares.

## Profit and loss

Breakevens (where the P/L line crosses zero): **206.56**.

P/L by stock price from 103.35 to 307.92 (the chart spans 50% either side of the stock price; narrow it with `factor`, e.g. `factor=0.1` for 10%), every 4th of its 97 points.

At expiration, over the charted range, P/L runs from **-210.00** (at 103.35) to **9,831.91** (at 307.92).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 103.35 | -210.00 | -210.00 |
| 111.87 | -210.00 | -210.00 |
| 120.40 | -210.00 | -210.00 |
| 128.92 | -210.00 | -210.00 |
| 137.44 | -210.00 | -210.00 |
| 145.97 | -210.00 | -210.00 |
| 154.49 | -210.00 | -210.00 |
| 163.02 | -210.00 | -210.00 |
| 171.54 | -210.00 | -210.00 |
| 180.06 | -210.00 | -210.00 |
| 188.59 | -209.88 | -210.00 |
| 197.11 | -198.93 | -210.00 |
| 205.63 | -42.37 | -210.00 |
| 214.16 | 509.10 | 455.82 |
| 222.68 | 1,316.77 | 1,308.20 |
| 231.21 | 2,167.21 | 2,160.57 |
| 239.73 | 3,019.55 | 3,012.94 |
| 248.25 | 3,871.93 | 3,865.31 |
| 256.78 | 4,724.30 | 4,717.68 |
| 265.30 | 5,576.67 | 5,570.05 |
| 273.82 | 6,429.04 | 6,422.42 |
| 282.35 | 7,281.41 | 7,274.79 |
| 290.87 | 8,133.78 | 8,127.16 |
| 299.40 | 8,986.15 | 8,979.54 |
| 307.92 | 9,838.52 | 9,831.91 |

## How to use

Enter the position with query parameters. Option legs are `legs[N][field]`, N counting from 0, up to 4 legs ([subscribe](https://www.optionistics.com/subscribe) for 8): `expiry` (YYYY-MM-DD, required), `strike` (required), `putcall` (C or P), `side` (long or short), `quantity` (contracts, 1-1000), `cost` (entry price per share; default the contract's theoretical price), `ivol` (volatility override, decimal), `hidden` (1 leaves the leg out of the totals and chart). A stock leg: `stock[side]`, `stock[quantity]` (shares), `stock[cost]`. Or start from a `preset`: bull-call, bear-call, bull-put, bear-put, straddle, strangle, covered-call, covered-put, calendar-call, calendar-put, diagonal-call, diagonal-put, single-call, single-put. Pricing: `rate` (percent), `model` (a American, e European; default American when a dividend is set), `voltype` (0 slider, 1 indexed IV, 2 historical IV, 3 each leg's IV), `ivSlider` (1-400, with voltype 0), `dividend` (next dividend, dollars), `exDate` (YYYY-MM-DD), `frequency` (0 none, 12, 4, 2 or 1 a year). Chart: `solveFor` (p price change, dl days left), `factor` (price range either side of the stock price, 0.01-1, default 0.5), `dateOffset` (price change: value on the report date plus dateOffset + 1 days; default -1, the report date), `sliderPrice` (days left: the stock price to value at).

This position: `/calculators/stock-option-calculator/TTWO.md?legs[0][expiry]=2026-10-23&legs[0][strike]=207.5&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=2.1`. A preset: `/calculators/stock-option-calculator/TTWO.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for TTWO

- [Quote](https://www.optionistics.com/quotes/stock-quotes/TTWO.md)
- [Option chain](https://www.optionistics.com/quotes/stock-option-chains/TTWO.md)
- [Price history](https://www.optionistics.com/quotes/stock-prices/TTWO.md)
- [10 day snapshot](https://www.optionistics.com/snapshot.md?symbol=TTWO)
- [Strike Pegger (max pain)](https://www.optionistics.com/quotes/strike-pegger/TTWO.md)
- [Volatility skew](https://www.optionistics.com/screener/volatility-skew/TTWO.md)
- [Put/call ratio](https://www.optionistics.com/screener/put-call-ratio/TTWO.md)
- [Trade finder](https://www.optionistics.com/screener/stock-trade-finder/TTWO.md)
- [Probability calculator](https://www.optionistics.com/calculators/probability-calculator.md?symbol=TTWO)

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