What move does the options market price into Dave & Buster's Entertainment's report?

Implied ±11.2%, either direction.

How often does Dave & Buster's Entertainment move more than the options market prices?

3 of the last 8 reports moved at least as far as the implied move.

PLAYNasdaqRetail-Eating Places

Dave & Buster's Entertainment, Inc. (PLAY) earnings date, market-implied expected move, and options open interest by expiry

7.82

Closed16:00 ET

Open7.87Volume1.4MMkt cap$272.7MEPS-2.56

Day7.80 – 8.194%52-wk6.26 – 22.1010%

PLAY

Dave & Buster's Entertainment, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.2%implied · report alone

8Q avg ±13.7%·×0.81·cheap

6.968.70

straddle ±20.9%

spot 7.83exp Dec 18ATM strike 8ATM straddle 1.93IV 84%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Dec 8

after close · in 37 days

est.Q3 FY26

Calendar

Next report

Last report

−19.01%

vs ±20.8% implied · ×0.91

shaded = implied · ▲▼ = realized

Sep 14 '26 · confirmed

Implied vs realized

Linked news

38dNNN · supplierNNN REIT, Inc. Announces Third Quarter 2026 Earnings Release Date and Conference Call Details

News

Largest filed tie

13F top-10 QoQ

+14.01%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

171 managers

Top fund weight

0.01%

PLAY weight · IWM

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Dave & Buster's Entertainment (PLAY) is expected to report on Dec 8 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±16.3%
avg realized: ±13.7%

Dec 10 '24Dec 10 '24confirmed±12.0%▼−20.08%×1.67

Apr 7 '25Apr 7 '25confirmed±20.4%▼−0.80%×0.04

Jun 10 '25Jun 10 '25confirmed±14.2%▲+17.74%×1.25

Sep 15 '25Sep 15 '25confirmed±13.2%▼−16.74%×1.27

Q3 FY25Dec 9 '25confirmed±17.1%▲+13.02%×0.76

Q1 FY26Mar 31 '26confirmed±18.2%▲+16.07%×0.88

Jun 15 '26Jun 15 '26confirmed±14.7%▼−6.25%×0.43

Q2 FY26Sep 14 '26confirmed±20.8%▼−19.01%×0.91

quarterimplied−25%0+25%realized×

Q2 FY26±20.8%▼−19.01%×0.91

Jun '26±14.7%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 4 expiries · Oct 26 close

0.73OI · 4 expiries · Oct 26 closeP/C open interest · Dec 18 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

3,122+31%Nov 2019d0.349,187+19%0.34

report · Dec 8 · after close · est.

212+2550%Dec 1847d290+159%

4,024+4%Jan 1575d0.2814,1910%0.28

1,0170%Apr 16166d0.195,307+1%0.19

ExpiryPutsCallsP/C

Nov 2019d3,122+31%9,187+19%0.34

report · Dec 8 · after close · est.

Dec 1847d212+2550%290+159%0.73

Jan 1575d4,024+4%

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±20.9%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−2.30%as filednet margin · revenue −2.70% QoQ · −2.39% YoY

Revenue$544M−2.70%

Gross profit$461M84.71%−3.86%

Operating income$19M3.57%−58.64%

Pre-tax income−$19M−286.00%

Net income−$13M−2.30%−319.30%

Cost of revenue$83M+4.26%

Operating expenses$442M+2.08%

Tax−$6M−241.86%

Other expense−$38M−2.98%

Source: SEC filings · standardized · QE Aug 4 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPI ×1.29· ±3.9% vs ±3.0% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±3.9%3 of 10×1.29

PPIproducer prices±3.5%6 of 10×1.15

FOMCrate decision±3.2%9 of 24×1.06

NFPjobs report±2.8%5 of 10×0.92

PCEpersonal income & outlays±2.6%5 of 19×0.88

GDPgross domestic product±2.3%7 of 19×0.76

CPROFcorporate profits±2.3%5 of 12×0.75

Bar = avg |move| to ±4% · tick = ±3.0% avg day · ×base = |move| ÷ ±3.0% · min 6 releases

Earnings history

EPS -0.36 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Sep 14 '26 · confirmed	-0.36	—
Q1 FY26	Mar 31 '26 · confirmed	0.16	—
Q3 FY25	Dec 9 '25 · confirmed	-1.22	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod