DAVA · Expected Move
Endava plc American Depositary Shares (each representing one Class A Ordinary Share)
The expected move for DAVA is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
DAVA straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current DAVA Expected Move
30-Day Straddle
$0.78
7-Day Straddle
$0.78
30-Day ATM IV
110.3%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to DAVA's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
DAVA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $0.78 | $0.78 | 110.3% | 22% |
| 20261023 | $2.55 | $2.55 | 98.1% | 15% |
| 20261022 | $0.75 | $0.75 | 92.0% | 11% |
| 20261021 | $0.88 | $0.88 | — | — |
| 20261020 | $0.52 | $0.52 | 83.7% | 7% |
| 20261019 | $0.65 | $0.65 | 122.1% | 28% |
| 20261016 | $0.68 | $0.70 | 112.3% | 23% |
| 20261015 | $3.17 | $4.97 | 110.7% | 22% |
| 20261014 | $3.10 | $5.55 | — | — |
| 20261013 | $0.68 | $1.83 | 90.8% | 11% |
| 20261012 | $0.72 | $0.60 | 98.8% | 15% |
| 20261009 | $2.50 | $2.02 | — | — |
| 20261008 | $0.72 | $0.72 | — | — |
| 20261007 | $1.00 | $2.02 | — | — |
| 20261006 | $1.07 | $0.72 | — | — |
| 20261005 | $1.02 | $0.72 | — | — |
| 20261002 | $0.80 | $0.80 | — | — |
| 20261001 | $0.70 | $0.70 | — | — |
| 20260930 | $1.05 | $1.05 | — | — |
| 20260929 | $1.00 | $1.00 | — | — |
| 20260928 | $2.75 | $2.75 | — | — |
| 20260925 | $0.75 | $0.75 | — | — |
| 20260924 | $0.83 | $0.83 | — | — |
| 20260923 | $0.55 | $0.55 | 114.1% | 24% |
| 20260922 | $0.53 | $0.53 | 94.1% | 13% |
| 20260921 | $0.88 | $0.88 | 145.9% | 41% |
| 20260918 | $0.90 | $0.58 | 153.4% | 46% |
| 20260917 | $1.07 | $0.58 | 167.9% | 55% |
| 20260916 | $1.27 | $1.00 | — | — |
| 20260915 | $0.88 | $0.80 | 121.1% | 29% |
| 20260914 | $0.95 | $1.00 | 132.4% | 35% |
| 20260911 | $0.80 | $0.55 | 110.8% | 24% |
| 20260910 | $0.88 | $3.15 | — | — |
| 20260909 | $0.85 | $0.55 | 162.2% | 52% |
| 20260908 | $0.93 | $0.72 | 128.6% | 33% |
| 20260904 | $0.95 | $0.78 | 119.3% | 28% |
| 20260903 | $1.12 | $0.95 | 131.1% | 35% |
| 20260902 | $0.88 | $0.88 | 167.0% | 54% |
| 20260901 | $8.38 | $8.38 | 229.4% | 88% |
| 20260831 | $1.05 | $1.05 | 92.6% | 14% |
| 20260828 | $0.90 | $0.90 | 138.8% | 39% |
| 20260827 | $1.00 | $1.00 | 151.8% | 46% |
| 20260826 | $0.92 | $0.92 | 147.5% | 44% |
| 20260825 | $8.32 | $8.32 | 90.5% | 13% |
| 20260824 | $0.82 | $0.82 | 122.5% | 30% |
| 20260821 | $1.00 | $0.70 | 85.8% | 10% |
| 20260820 | $2.80 | $0.62 | 83.6% | 9% |
| 20260819 | $1.38 | $0.97 | 148.7% | 44% |
| 20260818 | $0.82 | $0.80 | 83.8% | 9% |
| 20260817 | $1.00 | $0.82 | 159.3% | 50% |
| 20260814 | $7.95 | $0.60 | 143.2% | 41% |
| 20260813 | $0.75 | $0.57 | 219.2% | 83% |
| 20260812 | $2.15 | $2.60 | — | — |
| 20260811 | $1.05 | $1.55 | 140.4% | 41% |
| 20260810 | $1.07 | $2.10 | 198.6% | 73% |
| 20260806 | $2.30 | $2.42 | — | — |
| 20260805 | $0.55 | $0.55 | 133.0% | 39% |
| 20260804 | $0.47 | $0.47 | 146.1% | 45% |
| 20260803 | $0.82 | $0.82 | 141.6% | 43% |
| 20260731 | $0.70 | $0.70 | 176.7% | 61% |
More on DAVA
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.