Alfie Allen plays Theon , and Gemma Whelan plays Yara Greyjoy in Battle of the Bastards .
Daenerys and Tyrion meet with Theon ( Alfie Allen ) and Yara Greyjoy ( Gemma Whelan ) , who offer Daenerys their fleet of ships in exchange for help in overthrowing Euron and recognizing Yara 's claim to the Iron Islands .