Endava plc American Depositary Shares DAVA 2.5 -0.28 -10.24%
DAVA Historical Options Analysis
Explore DAVA (Endava plc American Depositary Shares) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
DAVA / Comparative study
3 signals / 508 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 1.32
54.99
Mean
29.72
Window
+163.4%
ATM IV
z 2.38
2.86
Mean
1.08
Window
+427.8%
IV Percentile
z 1.03
93.02
Mean
68.87
Window
+36.0%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.57 | 0.67 |
| ATM IV | 0.57 | 1.00 | 0.56 |
| IV Percent... | 0.67 | 0.56 | 1.00 |
Source observations
Data inspector
1-50 of 508
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 2.5 | 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 |
| 2026-09-07 | 3.06 | 33.08 | 1.93 | 74.03 |
| 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 |
| 2026-08-26 | 3.22 | 50.34 | 2.67 | 91.47 |
| 2026-08-25 | 3.25 | 62.86 | 3.2 | 96.12 |
| 2026-08-24 | 3.18 | 36.34 | 2.07 | 78.6 |
| 2026-08-21 | 3.19 | 44.64 | 2.42 | 86.05 |
| 2026-08-20 | 3.07 | 31.38 | 1.85 | 74.42 |
| 2026-08-19 | 3.11 | 31.13 | 1.84 | 74.42 |
| 2026-08-18 | 3 | 22.46 | 1.47 | 63.57 |
| 2026-08-17 | 2.95 | 23.19 | 1.5 | 64.98 |
| 2026-08-14 | 3.1 | 15.5 | 1.18 | 57.75 |
| 2026-08-13 | 3.16 | 27.93 | 1.71 | 70.54 |
| 2026-08-12 | 3.06 | 25.76 | 1.61 | 67.83 |
| 2026-08-11 | 3.02 | 24.94 | 1.58 | 67.44 |
| 2026-08-10 | 3.01 | 42.5 | 2.33 | 85.21 |
| 2026-08-07 | 2.95 | 42.45 | 2.33 | 84.88 |
| 2026-08-06 | 2.91 | 43.97 | 2.39 | 86.05 |
| 2026-08-05 | 2.97 | 40.42 | 2.24 | 84.88 |
| 2026-08-04 | 3.08 | 19.57 | 1.35 | 64.34 |
| 2026-08-03 | 3.08 | 13.57 | 1.09 | 49.42 |
| 2026-07-31 | 2.99 | 37.23 | 2.1 | 81.78 |
| 2026-07-30 | 2.89 | 43.91 | 2.39 | 86.05 |
| 2026-07-29 | 3.13 | 17.6 | 1.27 | 63.95 |
| 2026-07-28 | 2.9 | 23.27 | 1.51 | 68.99 |
| 2026-07-27 | 2.78 | 28.21 | 1.72 | 73.15 |
| 2026-07-24 | 2.66 | 31.85 | 1.87 | 77.52 |
| 2026-07-23 | 2.76 | 29.58 | 1.78 | 75.97 |
| 2026-07-22 | 2.74 | 25.98 | 1.62 | 71.71 |
| 2026-07-21 | 2.73 | 10.05 | 0.94 | 46.9 |
| 2026-07-20 | 2.78 | 7.64 | 0.83 | 42.8 |
| 2026-07-17 | 2.82 | 28.83 | 1.74 | 74.81 |
| 2026-07-16 | 2.8 | 29.2 | 1.76 | 75.58 |
| 2026-07-15 | 2.76 | 17.77 | 1.27 | 67.05 |
| 2026-07-14 | 2.85 | 14.85 | 1.14 | 63.95 |