Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Endava plc (DAVA) - NYSE Next Earnings Date: OS Estimate: Sept. 30, 2026 BO
OS Projected Window: Sept. 28, 2026 to Oct. 3, 2026
EVR: 7.5
Avg Daily Volume: 460,780    Market Cap: 149.0M
Sector: None    Short Interest: 3.77
Live Interactive Chart
Days to Next Earnings: 98 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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
May 21, 2026 BO 7.2 $4.00 @$5.00 $1.20
($4.00)
24.0% -19.99% I -16.5% I $3.34 $1.45
( $3.34 )
20.83%
Feb. 19, 2026 BO 7.5 $5.23 @$5.00 $1.35
($5.23)
27.0% 9.94% I -3.82% I $5.03 $0.85
( $5.03 )
-37.04%
Nov. 11, 2025 BO 6.7 $9.43 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 4, 2025 BO 6.4 $14.38 @$15.00
May 14, 2025 BO 5.6 $21.41 @$22.50
Feb. 20, 2025 BO 5.5 $30.51 @$30.00
Nov. 12, 2024 BO 5.3 $28.50 @$30.00
May 23, 2024 BO 5.1 $29.21 @$30.00
Feb. 29, 2024 BO 3.8 $63.82 @$65.00
Nov. 15, 2023 BO 3.9 $56.96 @$55.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US