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Options/TTWO
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TTWOTake-Two Interactive Software Inc

Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE
Market Cap $44.0B|NASDAQ
● 2026-08-28$235.39
BULLISH
Analysis: 2026-08-27 EOD data
1Y +0.9%YTD -6.4%7D -1.8%
44,284
30D
±12.2%
34%

TTWO Options Overview

IV is elevated with bullish flow and unusual activity. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.8VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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TTWO Gamma Walls

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Value

Is IV priced right?

4.7
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 88.6% — elevated vs history

<1.05x

IV/HV 1.42x — IV premium over HV

Sector Relative≤50%

Sector percentile 56% — above sector median

<1.1x

Front/Back 0.99x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 48.8% — normal range

<80%

Effective IV 69.9% (ATM 48.8% + spread 10.6% + bias) — fair

<3.0%

Total drag 16.27% (spread 10.57% + slippage 5.70%) — high friction

≥5.0

Vega efficiency 24.87 (vega 26.285 / spread 10.57%) — efficient

Sentiment

Bullish or bearish?

7.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Strong signal (Conviction: +13%, Raw: +7%)
|net sentiment| ≥25%

Conviction-weighted: +13% (bullish) — Raw: +7%

≥15%

|OI skew| 14.7% — balanced

Same sign, |vol skew| ≥10%

Vol skew +68.4%, OI skew +14.7% — aligned

≥2/3 conditions

0-DTE 24%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +8%, ATM: +19%, OTM: +5% — bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 11% — very bullish vs sector

Activity

Unusual activity?

6.0
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks4/8 checks passed
≥1.5x

Volume 2.2x avg — hot

≥15%

Vol/OI 15.6% — high turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change -3.4% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 83% — very active vs sector

≥30%

Large trade volume 34% — institutional presence

≥60%

Aggressive execution 29% — patient

≥30

Conviction +13 (bullish) — mixed

Liquidity

Can I trade efficiently?

4.4
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed
≤5.0%

Spread 10.6% — wide

≥10,000

OI 283,801 — deep

≥500

Volume 44,284/day — active

≤$0.50

$0.53 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 57% — neutral vs sector

≥100 contracts

Depth 104.19999999999999 contracts (bid:48.3 ask:55.9) — adequate

<1.0%

Avg slippage 5.70% — poor

Timing

Is now a good time?

7.0
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope -1.5% — flat/unclear

<30 or >70

IV percentile 89% — seller opportunity

≥10pts kink

IV kink 1.2pts — no clear event

<0.5 or >2.0

θ/ν ratio 120.24 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +13% @ 56% consistency — unclear

≥40 composite score

Score 64 (ITM 20% + inst 34%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls5.8
bullishIV fair, bullish flow
Long Puts4.4
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.8
bullishIV fair, bullish flow
Covered Call4.6
bearishIV fair, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.