DAVA (Endava plc American Depositary Shares (each representing one Class A Ordinary Share))

Expected Move & Straddle Price History

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).

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.

Current DAVA Expected Move
30-Day Straddle
$2.10
7-Day Straddle
$2.10
Avg IV
1.1%
IV Rank
15%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260728 $2.10 $2.10 1.1% 15%
20260727 $0.85 $0.85 1.4% 27%
20260724 $0.57 $0.57 1.5% 31%
20260723 $0.55 $0.55 1.5% 30%
20260722 $0.78 $0.78 1.6% 32%
20260721 $0.60 $0.60 1.1% 16%
20260720 $0.53 $0.53 1.1% 16%
20260716 $0.82 $0.35 1.5% 29%
20260715 $0.82 $0.38 1.2% 19%
20260714 $0.62 $0.53 1.5% 30%
20260713 $0.70 $0.53 0.7% 0%
20260710 $0.95 $0.60 1.3% 16%
20260709 $1.38 $1.80 1.1% 9%
20260708 $2.30 $0.57 1.6% 28%
20260707 $2.85 $0.80 1.5% 27%
20260706 $1.07 $0.57 1.2% 14%
20260702 $2.50 $2.50 2.5% 62%
20260701 $0.70 $0.70 2.8% 76%
20260630 $0.73 $0.73 2.2% 53%
20260629 $0.75 $0.75 2.4% 59%
20260626 $7.78 $7.78 2.3% 55%
20260625 $0.73 $0.73 2.3% 56%
20260624 $1.65 $1.65 1.8% 37%
20260623 $0.55 $0.55 1.8% 38%
20260622 $0.60 $0.60 2.3% 55%
20260618 $0.78 $0.35 1.7% 32%
20260617 $0.47 $0.70 1.7% 33%
20260616 $0.55 $1.73 2.1% 49%
20260615 $1.20 $0.43 2.1% 47%
20260613 $1.10 $0.75 2.0% 44%
20260612 $1.10 $0.78 2.0% 43%
20260611 $0.65 $0.73 1.7% 35%
20260610 $0.92 $7.90 1.8% 35%
20260609 $0.77 $2.30 1.7% 33%
20260608 $0.80 $2.30 1.7% 34%
20260605 $0.60 $0.68 1.5% 27%
20260604 $1.10 $0.62 1.8% 36%
20260603 $0.83 $0.45 1.5% 26%
20260602 $1.03 $1.03 2.1% 49%
20260601 $0.97 $0.97 2.1% 50%
20260529 $1.20 $1.20 1.8% 37%
20260528 $0.85 $0.85 1.9% 41%
20260527 $0.97 $0.97 1.8% 36%
20260526 $0.92 $0.92 1.8% 35%
20260522 $1.05 $1.05 1.6% 30%
20260521 $0.95 $0.95 1.5% 26%
20260520 $1.35 $1.35 1.8% 38%
20260519 $1.30 $1.30 1.8% 35%
20260518 $1.25 $1.25 1.4% 22%
20260515 $1.30 $1.77 1.4% 23%
20260514 $1.43 $1.52 1.5% 27%
20260513 $1.27 $1.30 1.3% 15%
20260512 $1.25 $1.65 1.3% 19%
20260511 $1.15 $1.20 1.3% 17%
20260510 $1.15 $1.10 1.1% 11%
20260508 $1.15 $1.10 1.1% 10%
20260507 $1.38 $1.25 1.0% 4%
20260506 $1.38 $1.33 1.2% 14%
20260505 $1.30 $1.27 1.1% 8%
20260504 $1.20 $1.18 1.1% 9%