Oval game unfortunately is last of the series (5)
I believe the answer is:
omega
'last of the series' is the definition.
(Greek alphabet)
'oval game unfortunately' is the wordplay.
'oval' becomes 'o'.
'unfortunately' is an anagram indicator.
'game' is an anagram of 'mega'.
'o'+'mega'='OMEGA'
'is' is the link.
(Other definitions for omega that I've seen before include "Greek character symbolizing resistance" , "Final Greek letter" , "in Greece, the limit!" , "End of sequence" , "Last thing" .)