PLAY · Expected Move
Dave & Buster's Entertainment, Inc.
The expected move for PLAY is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
PLAY straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current PLAY Expected Move
30-Day Straddle
$1.20
7-Day Straddle
$1.20
30-Day ATM IV
82.1%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to PLAY's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
PLAY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $1.20 | $1.20 | 82.1% | 25% |
| 20261023 | $1.12 | $1.12 | 75.7% | 10% |
| 20261022 | $1.27 | $1.27 | 77.3% | 14% |
| 20261021 | $1.18 | $1.18 | 71.2% | 0% |
| 20261020 | $1.38 | $1.38 | 74.1% | 6% |
| 20261019 | $1.45 | $1.45 | 75.5% | 9% |
| 20261016 | $1.40 | $0.45 | — | — |
| 20261015 | $1.50 | $0.40 | 75.3% | 9% |
| 20261014 | $1.32 | $0.30 | 73.4% | 4% |
| 20261013 | $1.43 | $0.60 | 73.5% | 5% |
| 20261012 | $1.40 | $0.47 | 75.8% | 10% |
| 20261009 | $1.38 | $0.55 | 73.6% | 5% |
| 20261008 | $1.45 | $0.68 | 76.8% | 12% |
| 20261007 | $1.45 | $0.70 | 74.8% | 8% |
| 20261006 | $1.45 | $0.65 | 75.0% | 8% |
| 20261005 | $1.48 | $0.80 | 74.9% | 8% |
| 20261002 | $0.80 | $0.80 | 74.4% | 7% |
| 20261001 | $0.80 | $0.80 | 73.9% | 6% |
| 20260930 | $0.85 | $0.85 | 74.5% | 7% |
| 20260929 | $0.88 | $0.88 | 75.4% | 9% |
| 20260928 | $0.90 | $0.90 | 76.7% | 12% |
| 20260925 | $1.00 | $1.00 | 73.9% | 6% |
| 20260924 | $1.00 | $1.00 | 74.1% | 6% |
| 20260923 | $0.95 | $0.95 | 71.8% | 1% |
| 20260922 | $1.10 | $1.10 | 75.7% | 10% |
| 20260921 | $1.05 | $1.05 | 73.5% | 5% |
| 20260918 | $1.12 | $0.58 | 72.5% | 2% |
| 20260917 | $1.15 | $0.57 | 74.7% | 8% |
| 20260916 | $1.12 | $0.50 | 71.4% | 0% |
| 20260915 | $1.17 | $0.50 | 73.4% | 0% |
| 20260914 | $2.02 | $1.58 | 96.6% | 47% |
| 20260911 | $1.85 | $1.43 | 97.1% | 48% |
| 20260910 | $2.03 | $1.50 | 103.5% | 67% |
| 20260909 | $1.98 | $1.60 | 101.1% | 60% |
| 20260908 | $2.23 | $1.65 | 101.5% | 61% |
| 20260904 | $2.12 | $1.65 | 95.8% | 45% |
| 20260903 | $1.95 | $1.68 | 92.5% | 35% |
| 20260902 | $1.70 | $1.70 | 91.4% | 32% |
| 20260901 | $1.73 | $1.73 | 115.0% | 100% |
| 20260831 | $1.68 | $1.68 | 92.9% | 45% |
| 20260828 | $1.93 | $1.93 | 95.6% | 66% |
| 20260827 | $1.82 | $1.82 | 96.6% | 68% |
| 20260826 | $1.98 | $1.98 | 93.2% | 59% |
| 20260825 | $1.85 | $1.85 | 87.7% | 44% |
| 20260824 | $1.88 | $1.88 | 85.2% | 37% |
| 20260821 | $2.12 | $0.38 | 92.6% | 57% |
| 20260820 | $2.15 | $0.35 | 95.9% | 66% |
| 20260819 | $2.15 | $0.65 | 93.5% | 60% |
| 20260818 | $2.10 | $0.60 | 91.3% | 54% |
| 20260817 | $2.02 | $0.80 | 86.1% | 39% |
| 20260814 | $2.30 | $0.77 | 90.0% | 50% |
| 20260813 | $2.35 | $0.95 | 86.7% | 41% |
| 20260812 | $2.30 | $1.07 | 89.2% | 48% |
| 20260811 | $2.33 | $0.95 | 89.3% | 48% |
| 20260810 | $2.52 | $1.18 | 96.4% | 68% |
| 20260807 | — | — | 89.2% | 48% |
| 20260806 | $2.70 | $1.45 | 91.6% | 55% |
| 20260805 | $1.43 | $1.43 | 82.3% | 29% |
| 20260804 | $1.62 | $1.62 | 83.4% | 32% |
| 20260803 | $1.75 | $1.75 | 89.7% | 49% |
More on PLAY
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.