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Endava plc American Depositary Shares DAVA 2.5 -0.28 -10.24%

DAVA Gamma Exposure (GEX)

DAVA (Endava plc American Depositary Shares): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
2.86
Put Call Ratio (OI)
0.493
Put Call Ratio (Vol)
0.923
IV Rank
55
IV Percentile
93
Max Pain
5

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-7.2
7.2
View values by strike
DAVA · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 409 -699
5.00 1.52 K -542
7.50 53.6 -2.89