TTWO implied volatility
From the closing options book · October 20, 2026 · updated after every close
TTWO's at-the-money implied volatility was 43.4% at the October 20, 2026 close. Over the past 239 sessions it ranged from 17.6% to 125.5%, putting today's level at an IV rank of 24 and IV percentile of 62.
TTWO at-the-money IV, last 60 sessions
Options were pricing more movement than TTWO actually delivered over the last 20 sessions (43.4% implied against 29.0% realized).
IV rank places today's IV between the period's low (0) and high (100); IV percentile is the share of sessions with lower IV. Both use TTWO's own closing history.
These are the October 20, 2026 closing numbers. Members see TTWO's map move live all session.
Common questions
43.4% at the money at the October 20, 2026 close.
24 over the past 239 sessions (IV percentile 62).
Its IV percentile is 62: middling against its own past year.
Compare: implied volatility on other tickers
Measured from the closing options book and rebuilt after every close. Nothing on this page is live. Levels are where dealer hedging is concentrated, not targets or forecasts. Not investment advice.