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

i

Market dataready · fetched 2026-11-12T00:44:36.834Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T22:53:32.411811411Z

FundamentalsSEC EDGAR · ready · as of 2026-08-04 · fetched 2026-11-12T00:44:36.492057+00:00

Share price$7.90
1D+0.9%
AH$7.80$7.91$8.01$8.11$8.225:30 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$0.05$0.75$1.46$2.17$2.88$6.15$7.01$7.86$8.72$9.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PLAY spot · $7.90PLAY PRICE$0.12$0.17$0.23$0.28$0.34$0.39$0.45$0.59$0.73$0.88$1.02$1.16$1.50$0.14$0.18$0.22$0.26$0.30$0.34$0.38$0.65$1.05$1.46$1.86$2.27$2.67
PutsCheap0.75×
CallsFair1.01×
SkewBullish-23.06 pp
Implied moveBullish±$0.83
TiltBearish19.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.1095.9%16.7%7.0592.6%12.5%
25Δ8.8593.6%14.3%7.2089.2%11.2%
30Δ8.6894.8%12.8%7.3585.8%9.8%
35Δ8.5195.9%11.4%7.5082.4%8.4%
40Δ8.3497.1%9.9%7.6478.9%7.1%
45Δ8.1798.3%8.5%7.7975.5%5.7%
50Δ8.0199.5%7.0%7.9472.1%4.3%
55Δ7.81105.9%6.3%8.2774.6%3.5%
60Δ7.61112.6%5.6%8.7080.9%3.1%
65Δ7.41119.2%4.9%9.1487.2%2.7%
70Δ7.21125.9%4.2%9.5893.5%2.3%
75Δ7.02132.5%3.5%10.0299.9%1.9%
80Δ6.63147.4%2.9%10.46106.2%1.5%

20Δ

Calls
Pseudo strike
9.10
IV
95.9%
B/E move
16.7%
Puts
Pseudo strike
7.05
IV
92.6%
B/E move
12.5%

25Δ

Calls
Pseudo strike
8.85
IV
93.6%
B/E move
14.3%
Puts
Pseudo strike
7.20
IV
89.2%
B/E move
11.2%

30Δ

Calls
Pseudo strike
8.68
IV
94.8%
B/E move
12.8%
Puts
Pseudo strike
7.35
IV
85.8%
B/E move
9.8%

35Δ

Calls
Pseudo strike
8.51
IV
95.9%
B/E move
11.4%
Puts
Pseudo strike
7.50
IV
82.4%
B/E move
8.4%

40Δ

Calls
Pseudo strike
8.34
IV
97.1%
B/E move
9.9%
Puts
Pseudo strike
7.64
IV
78.9%
B/E move
7.1%

45Δ

Calls
Pseudo strike
8.17
IV
98.3%
B/E move
8.5%
Puts
Pseudo strike
7.79
IV
75.5%
B/E move
5.7%

50Δ

Calls
Pseudo strike
8.01
IV
99.5%
B/E move
7.0%
Puts
Pseudo strike
7.94
IV
72.1%
B/E move
4.3%

55Δ

Calls
Pseudo strike
7.81
IV
105.9%
B/E move
6.3%
Puts
Pseudo strike
8.27
IV
74.6%
B/E move
3.5%

60Δ

Calls
Pseudo strike
7.61
IV
112.6%
B/E move
5.6%
Puts
Pseudo strike
8.70
IV
80.9%
B/E move
3.1%

65Δ

Calls
Pseudo strike
7.41
IV
119.2%
B/E move
4.9%
Puts
Pseudo strike
9.14
IV
87.2%
B/E move
2.7%

70Δ

Calls
Pseudo strike
7.21
IV
125.9%
B/E move
4.2%
Puts
Pseudo strike
9.58
IV
93.5%
B/E move
2.3%

75Δ

Calls
Pseudo strike
7.02
IV
132.5%
B/E move
3.5%
Puts
Pseudo strike
10.02
IV
99.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
6.63
IV
147.4%
B/E move
2.9%
Puts
Pseudo strike
10.46
IV
106.2%
B/E move
1.5%

Options history

IV · four-Friday blend81.61%
Daily EOD
PLAY78.1%80.4%82.7%2026-10-19: 78.43%2026-10-20: 78.41%2026-10-21: 79.09%2026-10-22: 79.50%2026-10-23: 78.88%2026-10-26: 82.39%2026-10-27: 80.91%2026-10-28: 80.34%2026-10-29: 79.57%2026-10-30: 81.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
78.43%
78.41%
79.09%
79.50%
78.88%
82.39%
80.91%
80.34%
79.57%
81.61%