TTWO

Take-Two Interactive

Sector benchmark XLC

222.91

+3.5%

±3.7%into Sep 18214.76–231.06±3.7%monthly214.76–231.06Pullback · —Knife · —Momentum · —DP short-vol · 47% ▾ easing

Price · 6 months · dailyprice50-day200-day

Option levels

6m high258.41

6m low189.69

Vol vs 20d avg0.9×

Off 52-wk high-15.0%

Dark pool FINRA · T+1

Short-vol ratio47% · easing

Off-exchange share39%

vs own 1-yr (z)0.5

full dark-pool history →

Sector RS vs XLC

+1.9%vs XLC · 63 sessions

TTWO vs XLC · 3m+1.9%

TTWO vs XLC · 6m+6.0%

ratio of closes, rebased — a relative read, not a peer percentile

Gamma profile CBOE delayed

Call wall230.00

Zero-gamma223.75

Put wall235.00

Spot vs zero-γ0.4% below

Dealer postureshort gamma · chases moves

nearest expiry 2026-09-18 · heuristics · full profile →

Gamma history nightly

3 Aug → 14 Sep · full history →

Session over session 11 Sep → 14 Sep

Expected move · monthly 18 Sep3.66%+0.19 pp

Put wall moved210.00 → 235.00

full listed chain, a separate capture from the gamma panel · CBOE delayed

Auto-note //Sitting below zero-gamma (223.75) — dealer hedging chases moves below it. The 230.00 call wall is the nearest-expiry ceiling heuristic; 235.00 is the floor. Options price ±3.7% into Sep 18. Dark-pool short volume at 47% and easing vs its 20-day.

Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.