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

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Market datapartial · fetched 2026-10-22T21:03:12.177Z

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 · 2026-10-22T20:51:50.200396308Z

FundamentalsAlpha Vantage · unavailable

Share price$7.32
1D+2.4%
AH$7.12$7.23$7.33$7.44$7.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPLAY
Sold putSold callAH

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$0.14$0.55$0.96$1.37$1.78$5.07$6.23$7.39$8.55$9.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PLAY spot · $7.32PLAY PRICE$0.18$0.24$0.31$0.38$0.46$0.54$0.64$0.73$0.83$0.98$1.18$1.38$1.59$0.19$0.26$0.32$0.38$0.47$0.58$0.69$0.79$0.90$1.04$1.25$1.46$1.67
PutsCheap0.80×
CallsFair0.95×
SkewBullish-19.71 pp
Implied moveBearish±$1.33
TiltBearish2.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.3586.6%30.2%6.2573.3%17.2%
25Δ8.9487.0%25.4%6.4872.0%15.0%
30Δ8.6587.4%22.5%6.7070.7%12.8%
35Δ8.3687.9%19.5%6.9369.5%10.5%
40Δ8.0888.3%16.6%7.1369.0%9.1%
45Δ7.8388.0%14.4%7.3169.0%8.0%
50Δ7.5987.5%12.4%7.5068.9%6.9%
55Δ7.3586.9%10.5%7.6868.9%5.9%
60Δ7.1286.4%8.5%7.8768.9%4.8%
65Δ6.8688.2%7.1%8.0868.9%3.8%
70Δ6.5892.2%6.0%8.3469.1%3.1%
75Δ6.3096.3%4.9%8.6069.3%2.4%
80Δ6.02100.4%3.9%8.8669.5%1.7%

20Δ

Calls
Pseudo strike
9.35
IV
86.6%
B/E move
30.2%
Puts
Pseudo strike
6.25
IV
73.3%
B/E move
17.2%

25Δ

Calls
Pseudo strike
8.94
IV
87.0%
B/E move
25.4%
Puts
Pseudo strike
6.48
IV
72.0%
B/E move
15.0%

30Δ

Calls
Pseudo strike
8.65
IV
87.4%
B/E move
22.5%
Puts
Pseudo strike
6.70
IV
70.7%
B/E move
12.8%

35Δ

Calls
Pseudo strike
8.36
IV
87.9%
B/E move
19.5%
Puts
Pseudo strike
6.93
IV
69.5%
B/E move
10.5%

40Δ

Calls
Pseudo strike
8.08
IV
88.3%
B/E move
16.6%
Puts
Pseudo strike
7.13
IV
69.0%
B/E move
9.1%

45Δ

Calls
Pseudo strike
7.83
IV
88.0%
B/E move
14.4%
Puts
Pseudo strike
7.31
IV
69.0%
B/E move
8.0%

50Δ

Calls
Pseudo strike
7.59
IV
87.5%
B/E move
12.4%
Puts
Pseudo strike
7.50
IV
68.9%
B/E move
6.9%

55Δ

Calls
Pseudo strike
7.35
IV
86.9%
B/E move
10.5%
Puts
Pseudo strike
7.68
IV
68.9%
B/E move
5.9%

60Δ

Calls
Pseudo strike
7.12
IV
86.4%
B/E move
8.5%
Puts
Pseudo strike
7.87
IV
68.9%
B/E move
4.8%

65Δ

Calls
Pseudo strike
6.86
IV
88.2%
B/E move
7.1%
Puts
Pseudo strike
8.08
IV
68.9%
B/E move
3.8%

70Δ

Calls
Pseudo strike
6.58
IV
92.2%
B/E move
6.0%
Puts
Pseudo strike
8.34
IV
69.1%
B/E move
3.1%

75Δ

Calls
Pseudo strike
6.30
IV
96.3%
B/E move
4.9%
Puts
Pseudo strike
8.60
IV
69.3%
B/E move
2.4%

80Δ

Calls
Pseudo strike
6.02
IV
100.4%
B/E move
3.9%
Puts
Pseudo strike
8.86
IV
69.5%
B/E move
1.7%

Options history

No recorded observations