Volatility Strike Skew — TTWO

Data as of

Volume-weighted call and put implied volatility per strike for the chosen expiration, with option volume bars.

DATA IS DELAYED — showing Oct 20, 2026. Subscribe to get the latest end-of-day data.
Last
224.64
Change
+17.24
Open
218.25
Previous
207.40
High
229.46
Low
214.29
Bid
-
Ask
-
Volume
8,191,178
Trades
-
Dividend
0.00
Yield
0.00%
Ex-Div
Sep 25, 2008
Split Date
Apr 12, 2005
Impl Vol
65.8%
Hist Vol
33.5%
Opt Volume
56,683
Open Int
348,725

IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder

On Oct 20, 2026, TTWO options across all expirations averaged 50.3% implied volatility for calls and 46.5% for puts (volume-weighted): calls trade 3.8 points above puts, an unusual upside skew.

StrikeVolumeCall IVolPut IVol
All5,15950.3%46.5%
165.0074104.2%49.5%
167.50698.0%-
170.00292-47.8%
175.00262-48.1%
180.0031947.1%47.3%
182.5070-49.5%
185.00263-45.8%
190.00400-49.1%
192.5034-42.7%
195.00204-49.3%
197.5072-41.3%
200.001,40250.1%41.4%
202.506427.5%41.4%
205.0016342.7%47.9%
207.505450.2%-
210.0032849.8%49.0%
212.507840.6%-
215.0019542.7%61.3%
217.504342.5%-
220.0032852.6%52.1%
222.50348.3%-
225.005552.3%73.5%
227.501253.1%-
230.008454.6%52.4%
235.00653.6%-
240.0034557.1%-
245.00357.1%-