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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Endava plc (DAVA) - NYSE Next Earnings Date: Estimated on May 21, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 4.9
Avg Daily Volume: 686,336    Market Cap: 1.97B
Sector: None    Short Interest: 0.9
Live Interactive Chart
Days to Next Earnings: 25 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 7
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
Feb. 29, 2024 BO 3.0 $63.82 @$65.00 $6.88
($63.82)
10.58% -43.01% O -41.75% O $37.17 $27.75
( $37.17 )
303.34%
May 23, 2023 BO 2.7 $56.13 @$55.00 $6.52
($56.13)
11.85% -13.46% O -3.45% I $54.19 $5.33
( $54.19 )
-18.25%
Sept. 27, 2022 BO 2.8 $79.58 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 12, 2022 BO 2.7 $93.80 @$95.00
Feb. 16, 2022 BO 2.6 $132.11 @$130.00
Nov. 16, 2021 BO 0.4 $166.38 @$165.00
Sept. 28, 2021 BO 0.0 $117.77 @$120.00

 
 
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