Take-Two Interactive Software (TTWO)'s 30-day implied volatility (IV30) was 67.5% at the close on November 6, 2026, up from 65.6% the day before, against a 52-week range of 21.7% to 65.6%. Its 20-day historical volatility was 39.6%.

Key numbers

30-day implied volatility (IV30): 67.5%
IV30 52-week range: 21.7% to 65.6% (median 39.1%)
Historical volatility: 20-day 39.6%, 1-year 33.8%
Implied move by the nearest expiration: ±3.6%

Data as of November 6, 2026.

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

Name: TTWO Implied Volatility
Creator: Market Chameleon