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Dave & Buster's Entertainment PLAY 8.14 -0.64 -7.23%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $8.14
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.3% ±$0.28 $7.87 – $8.42 $7.82 – $8.47 $7.56 – $8.73
2 sessions ±4.6% ±$0.38 $7.77 – $8.52 $7.69 – $8.60 $7.33 – $8.96
3 sessions ±5.8% ±$0.47 $7.67 – $8.62 $7.58 – $8.71 $7.13 – $9.16
1 week ±7.4% ±$0.61 $7.54 – $8.75 $7.40 – $8.89 $6.85 – $9.44
2 weeks ±10.4% ±$0.85 $7.30 – $8.99 $7.09 – $9.20 $6.33 – $9.96
3 weeks ±12.9% ±$1.05 $7.09 – $9.20 $6.84 – $9.45 $5.92 – $10.37
1 month ±15.4% ±$1.26 $6.89 – $9.40 $6.58 – $9.71 $5.49 – $10.80
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. PLAY reports in 23 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±16.24%
Average actual move
15.20%
Beyond the implied move
3 / 4
Median IV change
-33.43%
Reaction session Implied Actual Used ATM IV before → after
June 16, 2026 ±17.45% -6.25% 0.36× —
September 16, 2025 ±16.23% -16.74% 1.03× 92.4% → 68.0%
June 11, 2025 ±17.01% +17.74% 1.04× 128.6% → 76.6%
December 11, 2024 ±14.27% -20.08% 1.41× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →