Closed
⌘K
Sign in Sign up

Dave & Buster's Entertainment PLAY 7.81 -0.34 -4.11%

Previous-day view · Fri Nov 6 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 06, 2026 close · $8.40
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.4% ±$0.29 $8.11 – $8.69 $8.05 – $8.75 $7.78 – $9.02
2 sessions ±4.8% ±$0.40 $8.00 – $8.80 $7.91 – $8.89 $7.54 – $9.26
3 sessions ±6.0% ±$0.50 $7.90 – $8.90 $7.80 – $9.00 $7.33 – $9.47
1 week ±7.6% ±$0.64 $7.76 – $9.04 $7.62 – $9.18 $7.03 – $9.77
2 weeks ±10.7% ±$0.90 $7.50 – $9.30 $7.29 – $9.51 $6.48 – $10.32
3 weeks ±13.3% ±$1.11 $7.29 – $9.51 $7.01 – $9.79 $6.05 – $10.75
1 month ±15.8% ±$1.33 $7.07 – $9.73 $6.74 – $10.06 $5.59 – $11.21
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 22 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 →