Endava plc American Depositary Shares DAVA 1.75 0.07 4.17%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
DAVA / Comparative study
3 signals / 496 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.34
22.19
Mean
28.69
Window
-75.0%
ATM IV
z 0.65
1.68
Mean
1.15
Window
+45.6%
IV Percentile
z -0.37
58.7
Mean
67.56
Window
-40.8%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.60 | 0.71 |
| ATM IV | 0.60 | 1.00 | 0.57 |
| IV Percent... | 0.71 | 0.57 | 1.00 |
Source observations
Data inspector
1-50 of 496
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-06 | 1.75 | 22.19 | 1.68 | 58.7 |
| 2026-11-05 | 1.68 | 24.49 | 1.79 | 64.37 |
| 2026-11-04 | 1.71 | 20.03 | 1.57 | 50.39 |
| 2026-11-03 | 1.65 | 26.88 | 1.91 | 68.36 |
| 2026-11-02 | 1.58 | 45.34 | 2.84 | 90.59 |
| 2026-10-30 | 1.56 | 43.38 | 2.74 | 89.49 |
| 2026-10-29 | 1.55 | 46.41 | 2.89 | 91.44 |
| 2026-10-28 | 1.72 | 30.91 | 2.11 | 75.1 |
| 2026-10-27 | 1.96 | 22.23 | 1.68 | 60.7 |
| 2026-10-26 | 2.05 | 23.64 | 1.75 | 64.06 |
| 2026-10-23 | 2.13 | 22.34 | 1.69 | 61.48 |
| 2026-10-22 | 2.17 | 21.53 | 1.64 | 59.14 |
| 2026-10-21 | 2.14 | 21.3 | 1.63 | 58.37 |
| 2026-10-20 | 2.19 | 4.23 | 0.78 | 14.4 |
| 2026-10-19 | 2.05 | 12.78 | 1.21 | 43.97 |
| 2026-10-15 | 2.06 | 12.32 | 1.18 | 43.85 |
| 2026-10-14 | 1.92 | 12.45 | 1.19 | 44.23 |
| 2026-10-13 | 1.99 | 6.84 | 0.91 | 23.08 |
| 2026-10-12 | 1.96 | 11.39 | 1.14 | 41.7 |
| 2026-10-09 | 2.01 | 10.61 | 1.1 | 32.31 |
| 2026-10-08 | 1.97 | 9.3 | 1.03 | 30 |
| 2026-10-07 | 1.91 | 22.93 | 1.71 | 62.69 |
| 2026-10-06 | 1.88 | 21.86 | 1.66 | 62.31 |
| 2026-10-05 | 1.91 | 23.31 | 1.73 | 63.32 |
| 2026-10-02 | 1.92 | 20.67 | 1.6 | 57.31 |
| 2026-10-01 | 1.92 | 60.28 | 3.57 | 96.92 |
| 2026-09-30 | 1.79 | 79.34 | 4.53 | 98.85 |
| 2026-09-29 | 1.65 | 100 | 5.58 | 100 |
| 2026-09-28 | 1.7 | 93.8 | 4.52 | 99.23 |
| 2026-09-25 | 1.81 | 22.16 | 1.46 | 55 |
| 2026-09-24 | 1.7 | 26.16 | 1.63 | 61.39 |
| 2026-09-23 | 2 | 16.86 | 1.23 | 49.42 |
| 2026-09-22 | 2.11 | 9.51 | 0.92 | 28.96 |
| 2026-09-21 | 2.79 | 54.99 | 2.86 | 93.02 |
| 2026-09-18 | 2.78 | 47.76 | 2.55 | 88.03 |
| 2026-09-17 | 2.94 | 40.84 | 2.26 | 81.08 |
| 2026-09-16 | 2.91 | 51.57 | 2.72 | 91.89 |
| 2026-09-15 | 2.99 | 32.17 | 1.89 | 72.59 |
| 2026-09-14 | 3 | 25.47 | 1.6 | 61.24 |
| 2026-09-11 | 2.91 | 21.32 | 1.42 | 56.37 |
| 2026-09-10 | 2.83 | 14.03 | 1.11 | 39.77 |
| 2026-09-09 | 2.81 | 26.69 | 1.65 | 65.25 |
| 2026-09-08 | 2.88 | 18.45 | 1.3 | 54.83 |
| 2026-09-04 | 3.06 | 31.51 | 1.86 | 71.81 |
| 2026-09-03 | 3.12 | 25.77 | 1.61 | 63.32 |
| 2026-09-02 | 3.06 | 26.15 | 1.63 | 64.48 |
| 2026-09-01 | 3.1 | 26.76 | 1.66 | 66.67 |
| 2026-08-31 | 3.32 | 59.34 | 3.05 | 95.33 |
| 2026-08-28 | 3.21 | 41.53 | 2.29 | 82.17 |
| 2026-08-27 | 3.29 | 41.63 | 2.29 | 82.56 |