Home Options PLAYChain

PLAY

Dave & Buster's Entertainment, Close $9.93EOD only

Max Pain

$11.00

Next expiry Aug 21, 2026

Expected Move

±$0.60

6.0% from close

Price Gap

+1.07

Distance to max pain

IV Rank

Low premium

P/C OI

0.47

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: Aug 18, 2026 close

End-of-day snapshot

This page reflects PLAY options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

Aug 18, 2026 close

PLAY Options Chain

Data as of market close Aug 18, 2026

Expiration

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row

Next expiry (DTE 3)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
4.00	7.95	5.20	6.40	0.00	2	1	884.4%	0.938	0.0154	-0.163	0.001	0.000
5.00	5.50	4.50	5.70	0.00	2	3	507.8%	0.957	0.0198	-0.070	0.001	0.000
8.00	2.10	1.75	2.50	0.00	0	0	221.9%	0.880	0.0999	-0.067	0.002	0.001
9.00	1.15	0.90	1.15	0.00	20	325	100.8%	0.870	0.2333	-0.033	0.002	0.001
10.00	0.25	0.20	0.45	-0.15	50	233	86.3%	0.482	0.5128	-0.052	0.004	0.000
11.00	0.18	0.00	0.15	0.08	79	1,132	92.2%	0.119	0.2401	-0.028	0.002	0.000
12.00	0.05	0.00	0.10	0.01	38	3,298	126.6%	0.056	0.0990	-0.021	0.001	0.000
13.00	0.07	0.00	0.20	0.00	1	1,900	194.5%	0.075	0.0811	-0.042	0.001	0.000
14.00	0.05	0.00	0.30	0.00	4	1,885	256.3%	0.087	0.0685	-0.061	0.001	0.000
15.00	0.05	0.00	0.35	0.00	16	221	303.1%	0.087	0.0578	-0.072	0.001	0.000
16.00	0.16	0.00	0.35	0.00	5	72	335.2%	0.078	0.0485	-0.074	0.001	0.000
17.00	0.04	0.00	0.35	0.00	1	1	364.1%	0.072	0.0418	-0.075	0.001	0.000
18.00	0.03	0.00	0.35	0.00	1	1	390.6%	0.067	0.0367	-0.076	0.001	0.000
20.00	0.04	0.00	0.35	0.00	1	3	438.3%	0.059	0.0298	-0.077	0.001	0.000

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
6.00	0.05	0.00	0.05	0.00	24	59	256.3%	-0.011	0.0127	-0.011	0.000	-0.000
7.00	0.05	0.00	0.05	0.00	11	382	187.5%	-0.016	0.0237	-0.011	0.000	-0.000
8.00	0.05	0.00	0.05	0.00	1	831	126.6%	-0.026	0.0529	-0.011	0.001	-0.000
9.00	0.04	0.00	0.05	-0.02	6	583	67.2%	-0.049	0.1689	-0.010	0.001	-0.000
10.00	0.26	0.20	0.35	-0.04	76	1,482	57.4%	-0.541	0.7677	-0.034	0.004	-0.000
11.00	1.05	0.90	1.40	0.11	40	1,200	94.5%	-0.874	0.2428	-0.028	0.002	-0.001
12.00	1.35	1.55	2.30	0.00	31	545	200.8%	-0.828	0.1409	-0.076	0.002	-0.001
13.00	3.10	2.40	3.50	0.00	2	97	314.1%	-0.789	0.1023	-0.135	0.003	-0.001
16.00	5.45	5.30	6.70	0.00	1	1	498.4%	-0.796	0.0631	-0.210	0.003	-0.001
17.00	7.25	6.30	7.70	0.00	1	0	532.8%	-0.808	0.0569	-0.216	0.002	-0.001
18.00	8.25	7.30	8.70	0.00	1	1	564.1%	-0.818	0.0521	-0.222	0.002	-0.001
19.00	9.25	8.30	9.70	0.00	1	1	592.6%	-0.826	0.0481	-0.226	0.002	-0.001
20.00	9.60	9.30	10.70	0.00	1	0	619.5%	-0.833	0.0449	-0.231	0.002	-0.002

How to Read the Chain

Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.

How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.