Take-Two Interactive Software (TTWO)'s 30-day implied volatility (IV30) was 59.5% at the close on November 10, 2026, down from 62.6% the day before, against a 52-week range of 21.7% to 67.5%. Its 20-day historical volatility was 39.7%.

Key numbers

30-day implied volatility (IV30): 59.5%
IV30 52-week range: 21.7% to 67.5% (median 39.2%)
Historical volatility: 20-day 39.7%, 1-year 33.9%
Implied move by the nearest expiration: ±5.4%

Data as of November 10, 2026.

TTWO Implied Volatility (IV) vs Historical Volatility (HV)

Name: TTWO Implied Volatility
Creator: Market Chameleon