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

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Market datapartial · fetched 2026-10-23T16:47:52.796Z

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 · 2026-10-23T16:47:00.777829835Z

FundamentalsAlpha Vantage · unavailable

Share price$7.08
1D-3.7%
$6.90$7.05$7.20$7.34$7.495:30 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$0.56$1.01$1.45$1.90$4.79$5.94$7.09$8.23$9.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PLAY spot · $7.08PLAY PRICE$0.16$0.21$0.26$0.32$0.38$0.45$0.51$0.58$0.69$0.81$0.94$1.07$1.20$0.18$0.26$0.33$0.40$0.48$0.57$0.72$0.86$1.00$1.14$1.33$1.55$1.77
PutsCheap0.80×
CallsCheap0.79×
SkewBearish+0.73 pp
Implied moveBearish±$1.23
TiltBearish16.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.8883.4%27.9%6.0973.2%16.5%
25Δ8.5180.0%23.3%6.2973.3%14.8%
30Δ8.1476.7%18.7%6.4873.4%13.1%
35Δ7.8874.8%15.8%6.6873.6%11.3%
40Δ7.6774.0%13.8%6.8773.7%9.6%
45Δ7.4773.1%11.9%7.0774.1%8.1%
50Δ7.2772.2%10.0%7.2875.2%7.2%
55Δ7.0771.3%8.1%7.4976.2%6.2%
60Δ6.8771.5%6.8%7.7077.3%5.2%
65Δ6.6772.2%5.8%7.9278.4%4.3%
70Δ6.4772.8%4.8%8.1678.1%3.4%
75Δ6.2873.5%3.8%8.4477.0%2.6%
80Δ6.0874.2%2.9%8.7175.8%1.9%

20Δ

Calls
Pseudo strike
8.88
IV
83.4%
B/E move
27.9%
Puts
Pseudo strike
6.09
IV
73.2%
B/E move
16.5%

25Δ

Calls
Pseudo strike
8.51
IV
80.0%
B/E move
23.3%
Puts
Pseudo strike
6.29
IV
73.3%
B/E move
14.8%

30Δ

Calls
Pseudo strike
8.14
IV
76.7%
B/E move
18.7%
Puts
Pseudo strike
6.48
IV
73.4%
B/E move
13.1%

35Δ

Calls
Pseudo strike
7.88
IV
74.8%
B/E move
15.8%
Puts
Pseudo strike
6.68
IV
73.6%
B/E move
11.3%

40Δ

Calls
Pseudo strike
7.67
IV
74.0%
B/E move
13.8%
Puts
Pseudo strike
6.87
IV
73.7%
B/E move
9.6%

45Δ

Calls
Pseudo strike
7.47
IV
73.1%
B/E move
11.9%
Puts
Pseudo strike
7.07
IV
74.1%
B/E move
8.1%

50Δ

Calls
Pseudo strike
7.27
IV
72.2%
B/E move
10.0%
Puts
Pseudo strike
7.28
IV
75.2%
B/E move
7.2%

55Δ

Calls
Pseudo strike
7.07
IV
71.3%
B/E move
8.1%
Puts
Pseudo strike
7.49
IV
76.2%
B/E move
6.2%

60Δ

Calls
Pseudo strike
6.87
IV
71.5%
B/E move
6.8%
Puts
Pseudo strike
7.70
IV
77.3%
B/E move
5.2%

65Δ

Calls
Pseudo strike
6.67
IV
72.2%
B/E move
5.8%
Puts
Pseudo strike
7.92
IV
78.4%
B/E move
4.3%

70Δ

Calls
Pseudo strike
6.47
IV
72.8%
B/E move
4.8%
Puts
Pseudo strike
8.16
IV
78.1%
B/E move
3.4%

75Δ

Calls
Pseudo strike
6.28
IV
73.5%
B/E move
3.8%
Puts
Pseudo strike
8.44
IV
77.0%
B/E move
2.6%

80Δ

Calls
Pseudo strike
6.08
IV
74.2%
B/E move
2.9%
Puts
Pseudo strike
8.71
IV
75.8%
B/E move
1.9%

Options history

No recorded observations