No, it is not because it is not a name of someone.
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The ballet studio was huge.
One of the most famous ballet companies is the Royal Ballet of London.
If it is in the beginning of a sentence yes but other then that no
I take ballet at Charles drew middle school and needs to know the dance definition of extensively.
Capitalization usually occurs at the beginning of a sentence or in the case of a proper noun. Since plays are a proper nouns, they would be capitalized.