The options market is pricing a — move for TTWO's 2026-11-05 · after close report. Over its last 8 reports, TTWO has actually moved ±6.5% on average (biggest: ±14%). That's a 1.1× realized-vs-implied ratio, so the options look fairly priced — TTWO's typical move is roughly in line with what's implied. It has exceeded the implied move in 38% of those prints, beaten EPS estimates 25% of the time (8 quarters), and the 1-day reaction has been positive 38% of the time (avg +0.4%).
Longer run: across all 21 reports on record (since 2019-11-07), the options overpriced TTWO's move 57% of the time — right at the market-wide average. Median actual move was 0.82× the implied (mean implied ±6.1%, mean actual ±6.2%), so on this longer sample the options screen rich. See how that compares across 2,422 prints →
This is a data-driven edge, not a prediction of direction — earnings are binary events and any single print can gap either way. Position and size accordingly.
| Report | Est EPS | Actual | Result | Implied | 1d move | 1w move |
|---|---|---|---|---|---|---|
| 2026-08-07 | 0.31 | -0.01 | miss | ±6.7% | +6% | +4.1% |
| 2026-05-21 | 0.58 | 0.46 | miss | ±6.2% | -4.4% | -8.5% |
| 2026-02-03 | 0.83 | 0.83 | inline | ±6.6% | -5.4% | -0.7% |
| 2025-11-06 | 0.91 | 1.04 | beat | ±6% | -8.1% | -5.9% |
| 2025-08-07 | 0.27 | 0.43 | beat | ±5.2% | -4% | +2.9% |
| 2025-05-15 | 1.08 | 0.73 | miss | ±4.9% | -2.4% | -2.7% |
| 2025-02-06 | 0.57 | 0.34 | miss | ±6% | +14% | +14.8% |
| 2024-11-06 | 0.42 | 0.26 | miss | ±5.5% | +7.5% | +9.2% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
TTWO is scheduled to report on 2026-11-05, after the close. Dates can shift until the company confirms.
The expected move is the size of the post-earnings swing the options market is pricing in (from the ATM straddle). We show TTWO's live.
Over its last 8 reports, TTWO has beaten EPS estimates 25% of the time. A beat doesn't guarantee an up move — the reaction depends on guidance and how much was already priced in.
Over the last 8 reports, TTWO moved ±6.5% on average versus a ±5.9% implied move — a 1.1× ratio, so the options have been fairly priced. It exceeded the implied move 38% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See TTWO's positioning too: TTWO gamma exposure → · TTWO options flow →
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The premium earnings board ranks every upcoming report by the biggest realized-vs-implied edge — where the options are mispriced vs how the stock actually moves — with the play on each.
Data via Unusual Whales · refreshes each session · educational, not financial advice · earnings are binary events with substantial risk.
