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Long Straddles — TTWO
Data as of
Oct 20, 2026
DATA IS DELAYED
— showing Oct 20, 2026.
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Oct 20, 2026
Oct 19, 2026
Oct 16, 2026
Oct 15, 2026
Oct 14, 2026
Oct 13, 2026
Strategy
Expensive Calls
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Diagonal Put Spreads
Volatility Skew
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IVol Sum
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Stock
Stock Price
Call
IVol 1
Price 1
Volume 1
Put
IVol 2
Price 2
Volume 2
Premium
% of Stock
IVol Sum
P&L chart
TTWO
206.70
10-23 202.50
0.268
4.10
30
10-23 202.50
0.414
1.55
31
5.65
2.73
0.68
TTWO
206.70
10-30 202.50
0.379
6.40
2
10-30 202.50
0.364
4.10
0
10.50
5.08
0.74
TTWO
206.70
10-23 205.00
0.344
2.55
35
10-23 205.00
0.416
2.40
37
4.95
2.40
0.76
TTWO
206.70
11-06 205.00
0.401
7.10
3
11-06 205.00
0.394
7.20
0
14.30
6.92
0.80
TTWO
206.70
10-30 210.00
0.399
3.50
1
10-30 210.00
0.396
8.50
2
12.00
5.81
0.80
TTWO
206.70
11-06 210.00
0.397
4.50
5
11-06 210.00
0.431
11.20
1
15.70
7.60
0.83
TTWO
206.70
10-23 210.00
0.415
1.45
63
10-23 210.00
0.415
5.80
3
7.25
3.51
0.83
TTWO
206.70
10-30 205.00
0.381
4.60
0
10-30 205.00
0.450
6.00
1
10.60
5.13
0.83
TTWO
206.70
10-30 207.50
0.394
4.60
9
10-30 207.50
0.482
7.30
0
11.90
5.76
0.88
TTWO
206.70
01-19 210.00
0.366
58.00
0
01-19 210.00
0.526
43.60
0
101.60
49.15
0.89
TTWO
206.70
09-17 210.00
0.463
36.10
0
09-17 210.00
0.433
34.00
0
70.10
33.91
0.90
TTWO
206.70
06-17 210.00
0.473
30.20
5
06-17 210.00
0.430
29.10
0
59.30
28.69
0.90
TTWO
206.70
10-23 207.50
0.331
1.60
2
10-23 207.50
0.586
5.50
0
7.10
3.44
0.92
TTWO
206.70
01-21 210.00
0.443
43.10
1
01-21 210.00
0.474
38.50
0
81.60
39.48
0.92
TTWO
206.70
03-19 210.00
0.484
24.10
9
03-19 210.00
0.462
25.90
0
50.00
24.19
0.95
TTWO
206.70
01-15 210.00
0.494
17.90
11
01-15 210.00
0.461
20.60
19
38.50
18.63
0.96
TTWO
206.70
11-13 205.00
0.509
10.40
4
11-13 205.00
0.504
11.60
1
22.00
10.64
1.01
TTWO
206.70
12-18 210.00
0.525
15.00
64
12-18 210.00
0.507
19.40
7
34.40
16.64
1.03
TTWO
206.70
11-13 210.00
0.514
7.90
3
11-13 210.00
0.521
13.10
6
21.00
10.16
1.04
TTWO
206.70
11-20 205.00
0.531
12.50
2
11-20 205.00
0.521
13.10
55
25.60
12.39
1.05
TTWO
206.70
11-27 205.00
0.525
13.30
25
11-27 205.00
0.538
14.00
0
27.30
13.21
1.06
TTWO
206.70
11-27 210.00
0.543
11.40
2
11-27 210.00
0.520
17.10
17
28.50
13.79
1.06
TTWO
206.70
11-20 210.00
0.538
10.20
105
11-20 210.00
0.546
16.00
4
26.20
12.68
1.09
TTWO
206.70
11-20 207.50
0.535
11.20
42
11-20 207.50
0.554
14.50
0
25.70
12.43
1.09
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