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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Endava plc (DAVA) - NYSE Next Earnings Date: Estimate: Feb. 13, 2024 BO
EVR: 3.0
Avg Daily Volume: 352,280    Market Cap: 3.83B
Sector: None    Short Interest: 1.36
Live Interactive Chart
Days to Next Earnings: 72 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 6
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 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 $9.95
($79.58)
12.44% 7.04% I -2.43% I $77.64 $10.10
( $77.64 )
1.51%
May 12, 2022 BO 2.7 $93.80 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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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