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Endava plc American Depositary Shares DAVA 1.75 0.07 4.17%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for DAVA.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±11.28%
Average actual move
5.78%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
February 20, 2025 ±9.59% -7.24% 0.76× —
September 19, 2024 ±12.97% -4.32% 0.33× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →