Optionslam.com

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

 
Endava plc (DAVA) - NYSE Next Earnings Date: Estimated on Nov. 2, 2026
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 5.2
Avg Daily Volume: 519,716    Market Cap: 156.3M
Sector: Technology    Short Interest: 2.53
Live Interactive Chart
Days to Next Earnings: 38 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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
Sept. 17, 2026 BO 5.9 $2.91 @$2.50 $1.28
($2.91)
51.2% 1.71% I 1.03% I $2.94 $1.07
( $2.94 )
-16.41%
Sept. 10, 2026 BO 6.6 $2.81 @$2.50 $0.45
($2.81)
18.0% 3.2% I 0.71% I $2.83 $0.65
( $2.83 )
44.44%
Sept. 3, 2026 BO 7.5 $3.06 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 21, 2026 BO 7.2 $4.00 @$5.00
Feb. 19, 2026 BO 7.5 $5.23 @$5.00
Nov. 11, 2025 BO 6.7 $9.43 @$10.00
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

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