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Dave & Buster's Entertainment, Inc. Common Stock PLAY

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Market datapartial · fetched 2026-10-22T16:34:45.422Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:33:44.397426071Z

FundamentalsAlpha Vantage · unavailable

Share price$7.27
1D+1.7%
$7.12$7.22$7.32$7.41$7.515:30 AM6:30 AM9:00 AM1:00 PMPLAY
Sold putSold call

Dave & Buster's Entertainment, Inc. Common Stock options

Live interpolated PLAY call and put midpoint premiums by absolute delta.Dave & Buster's Entertainment, Inc. Common Stock$0.12$0.52$0.92$1.32$1.72$5.02$6.18$7.33$8.49$9.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PLAY spot · $7.27PLAY PRICE$0.16$0.22$0.27$0.33$0.40$0.49$0.57$0.66$0.75$0.89$1.06$1.22$1.39$0.19$0.26$0.32$0.39$0.47$0.57$0.68$0.79$0.89$1.00$1.20$1.40$1.60
PutsCheap0.79×
CallsCheap0.83×
SkewBullish-8.51 pp
Implied moveBearish±$1.25
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.9576.2%25.4%6.2372.4%17.0%
25Δ8.6775.9%22.3%6.4471.7%14.9%
30Δ8.3975.5%19.2%6.6671.0%12.9%
35Δ8.1175.2%16.1%6.8770.3%10.8%
40Δ7.8875.4%13.9%7.0869.7%9.1%
45Δ7.6875.8%12.3%7.2669.4%8.0%
50Δ7.4776.3%10.7%7.4469.0%7.0%
55Δ7.2776.7%9.1%7.6368.6%5.9%
60Δ7.0777.2%7.5%7.8168.3%4.8%
65Δ6.8478.6%6.3%8.0067.9%3.7%
70Δ6.6080.6%5.3%8.2567.5%3.0%
75Δ6.3682.5%4.3%8.5067.1%2.3%
80Δ6.1284.4%3.3%8.7566.7%1.6%

20Δ

Calls
Pseudo strike
8.95
IV
76.2%
B/E move
25.4%
Puts
Pseudo strike
6.23
IV
72.4%
B/E move
17.0%

25Δ

Calls
Pseudo strike
8.67
IV
75.9%
B/E move
22.3%
Puts
Pseudo strike
6.44
IV
71.7%
B/E move
14.9%

30Δ

Calls
Pseudo strike
8.39
IV
75.5%
B/E move
19.2%
Puts
Pseudo strike
6.66
IV
71.0%
B/E move
12.9%

35Δ

Calls
Pseudo strike
8.11
IV
75.2%
B/E move
16.1%
Puts
Pseudo strike
6.87
IV
70.3%
B/E move
10.8%

40Δ

Calls
Pseudo strike
7.88
IV
75.4%
B/E move
13.9%
Puts
Pseudo strike
7.08
IV
69.7%
B/E move
9.1%

45Δ

Calls
Pseudo strike
7.68
IV
75.8%
B/E move
12.3%
Puts
Pseudo strike
7.26
IV
69.4%
B/E move
8.0%

50Δ

Calls
Pseudo strike
7.47
IV
76.3%
B/E move
10.7%
Puts
Pseudo strike
7.44
IV
69.0%
B/E move
7.0%

55Δ

Calls
Pseudo strike
7.27
IV
76.7%
B/E move
9.1%
Puts
Pseudo strike
7.63
IV
68.6%
B/E move
5.9%

60Δ

Calls
Pseudo strike
7.07
IV
77.2%
B/E move
7.5%
Puts
Pseudo strike
7.81
IV
68.3%
B/E move
4.8%

65Δ

Calls
Pseudo strike
6.84
IV
78.6%
B/E move
6.3%
Puts
Pseudo strike
8.00
IV
67.9%
B/E move
3.7%

70Δ

Calls
Pseudo strike
6.60
IV
80.6%
B/E move
5.3%
Puts
Pseudo strike
8.25
IV
67.5%
B/E move
3.0%

75Δ

Calls
Pseudo strike
6.36
IV
82.5%
B/E move
4.3%
Puts
Pseudo strike
8.50
IV
67.1%
B/E move
2.3%

80Δ

Calls
Pseudo strike
6.12
IV
84.4%
B/E move
3.3%
Puts
Pseudo strike
8.75
IV
66.7%
B/E move
1.6%

Options history

No recorded observations