Take-Two Interactive Software, Inc. (TTWO) Options Chain
The options chain displays all available contracts with real-time quotes, Greeks, volume, and open interest for each strike and expiration. It is the primary tool for options trade selection.
Take-Two Interactive Software, Inc. (TTWO) operates in the Communication Services sector, specifically the Electronic Gaming & Multimedia industry, with a market capitalization near $44.29B, listed on NASDAQ, employing roughly 12,371 people, carrying a beta of 0.98 to the broader market. Established in 1993 and headquartered in New York, New York, Take-Two Interactive Software, Inc. Led by Strauss H. Zelnick, public since 1997-04-15.
Snapshot as of Jun 30, 2026.
- Spot Price
- $250.41
- Total OI
- 283.2K
- Total Volume
- 11.8K
- Front Expiration
- 31 days
- Second Expiration
- 38 days
- ATM IV
- 45.1%
- Avg Bid/Ask Spread
- 30.99%
As of Jun 30, 2026, Take-Two Interactive Software, Inc. (TTWO) has 283.2K open contracts and 11.8K contracts traded. The nearest expiration is 31 days out, followed by 38 days. ATM implied volatility is 45.1%. Average bid/ask spread across the chain is 30.99%: wider spreads, size positions conservatively. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.
How TTWO options chain Data Feeds Strategy Selection
Strategy selection on Take-Two Interactive Software, Inc. options does not derive from any single metric in isolation. The options chain view above sits inside a broader read: ATM IV currently sits at 45.1% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the options chain data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
How to read the TTWO chain depth
The listed-expirations table above shows every expiration available for Take-Two Interactive Software, Inc. options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. TTWO front expiration sits at 31 days - the typical hedging horizon for monthly options. The contango term-structure slope of 0.038 means longer-dated tenors price in proportionally more IV.
TTWO chain mechanics and execution
Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the TTWO chain is 30.99% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.
Using the TTWO chain to build structures
Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. TTWO's current 12.93% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where dealer hedging will reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.
Learn how the options chain is reported and how to read the data →
TTWO listed expirations
Per-expiration ATM implied volatility for TTWO options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.
| Expiration | DTE | ATM IV |
|---|---|---|
| Jul 2, 2026 | 2 | 58.0% |
| Jul 10, 2026 | 10 | 48.2% |
| Jul 17, 2026 | 17 | 46.6% |
| Jul 24, 2026 | 24 | 45.8% |
| Jul 31, 2026 | 31 | 45.0% |
| Aug 7, 2026 | 38 | 48.8% |
| Aug 21, 2026 | 52 | 46.9% |
| Sep 18, 2026 | 80 | 45.9% |
| Nov 20, 2026 | 143 | 50.1% |
| Dec 18, 2026 | 171 | 50.2% |
| Jan 15, 2027 | 199 | 50.0% |
| Mar 19, 2027 | 262 | 49.1% |
| Jun 17, 2027 | 352 | 48.2% |
| Jan 21, 2028 | 570 | 47.6% |
Frequently asked TTWO options chain questions
- What does the TTWO options chain show right now?
- As of Jun 30, 2026, Take-Two Interactive Software, Inc. (TTWO) has 283.2K contracts outstanding and 11.8K traded today, with ATM IV of 45.1%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.
- What expirations are available for TTWO options?
- The nearest expiration is 31 days out, followed by 38 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.
- How tight are TTWO options bid/ask spreads?
- Average bid/ask spread across the chain is 30.99%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.