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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Endava plc (DAVA) - NYSE Next Earnings Date: OS Estimate: Jan. 22, 2025 BO
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 5.5
Avg Daily Volume: 539,905    Market Cap: 1.75B
Sector: None    Short Interest: 1.74
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 12, 2024 BO 5.3 $28.50 @$30.00 $6.35
($28.50)
21.17% 17.26% I 3.5% I $29.50 $4.65
( $29.50 )
-26.77%
May 23, 2024 BO 5.1 $29.21 @$30.00 $4.77
($29.21)
15.9% 14.03% I 6.05% I $30.98 $3.00
( $30.98 )
-37.11%
Feb. 29, 2024 BO 3.8 $63.82 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 15, 2023 BO 3.9 $56.96 @$55.00
Sept. 19, 2023 BO 3.7 $51.00 @$50.00
May 23, 2023 BO 3.5 $56.13 @$55.00
Feb. 14, 2023 BO 3.3 $88.23 @$90.00
Sept. 27, 2022 BO 3.0 $79.58 @$80.00
May 12, 2022 BO 3.0 $93.80 @$95.00
Feb. 16, 2022 BO 3.0 $132.11 @$130.00

 
 
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