Dave & Buster's Entertainment, Inc. (PLAY) Expected Move

Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.

Dave & Buster's Entertainment, Inc. (PLAY) operates in the Communication Services sector, specifically the Entertainment industry, with a market capitalization near $347.4M, listed on NASDAQ, employing roughly 23,420 people, carrying a beta of 1.78 to the broader market. Dave & Buster's Entertainment, Inc. Led by Tarun Lal, public since 2014-10-10.

Snapshot as of May 15, 2026.

Spot Price
$10.15
Expected Move
28.3%
Implied High
$13.02
Implied Low
$7.28
Front DTE
34 days

As of May 15, 2026, Dave & Buster's Entertainment, Inc. (PLAY) has an expected move of 28.27%, a one-standard-deviation implied price range of roughly $7.28 to $13.02 from the current $10.15. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.

PLAY Strategy Sizing to the Expected Move

With Dave & Buster's Entertainment, Inc. pricing an expected move of 28.27% from $10.15, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.

Learn how expected move is reported and how to read the data →

Per-expiration expected move for PLAY derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $10.15 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

ExpirationDTEATM IVExpected MoveImplied HighImplied Low
Jun 18, 20263498.6%30.1%$13.20$7.10
Jul 17, 20266389.1%37.0%$13.91$6.39
Oct 16, 202615486.8%56.4%$15.87$4.43
Jan 15, 202724584.8%69.5%$17.20$3.10
Dec 17, 202758183.2%105.0%$20.80$-0.50
Jan 21, 2028616104.8%136.1%$23.97$-3.67

Frequently asked PLAY expected move questions

What is the current PLAY expected move?
As of May 15, 2026, Dave & Buster's Entertainment, Inc. (PLAY) has an expected move of 28.27% over the next 34 days, implying a one-standard-deviation price range of $7.28 to $13.02 from the current $10.15. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the PLAY expected move mean for traders?
Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
How is PLAY expected move calculated?
The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.