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Take-Two Interactive Software Inc TTWO 213.36 4.46 2.13%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $213.52
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$4.50 $209.01 – $218.02 $208.10 – $218.94 $203.85 – $223.19
2 sessions ±2.9% ±$6.28 $207.24 – $219.80 $205.92 – $221.12 $200.00 – $227.03
3 sessions Earnings ±8.0% ±$17.02 $196.50 – $230.54 $192.57 – $234.47 $177.01 – $250.03
1 week Earnings ±8.7% ±$18.51 $195.01 – $232.03 $190.52 – $236.51 $174.59 – $252.44
2 weeks Earnings ±10.0% ±$21.41 $192.10 – $234.93 $187.06 – $239.97 $168.38 – $258.66
3 weeks Earnings ±11.2% ±$23.83 $189.69 – $237.35 $184.01 – $243.03 $163.43 – $263.61
1 month Earnings ±12.3% ±$26.37 $187.15 – $239.89 $180.79 – $246.25 $158.07 – $268.97
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. TTWO reports in 3 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±6.83%
Average actual move
6.41%
Beyond the implied move
2 / 6
Median IV change
-41.79%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2026 ±7.55% +6.04% 0.80× —
May 22, 2026 ±7.75% -4.42% 0.57× 65.3% → 39.1%
August 08, 2025 ±6.58% -4.03% 0.61× 46.1% → 26.1%
May 16, 2025 ±5.49% -2.41% 0.44× 45.2% → 24.1%
February 07, 2025 ±6.76% +14.03% 2.08× —
November 07, 2024 ±6.86% +7.53% 1.10× 43.8% → 28.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →