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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Endava plc (DAVA) - NYSE Next Earnings Date: Estimated on Sept. 17, 2024
OS Projected Window: Sept. 23, 2024 to Sept. 28, 2024
EVR: 5.3
Avg Daily Volume: 430,519    Market Cap: 1.75B
Sector: None    Short Interest: 1.74
Live Interactive Chart
Days to Next Earnings: 53 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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, 2024 BO 5.1 $29.21 @$30.00 $4.77
($29.21)
15.9% 14.03% I 6.05% I $30.98 $3.00
( $30.98 )
-37.11%
Feb. 29, 2024 BO 3.8 $63.82 @$65.00 $6.88
($63.82)
10.58% -43.01% O -41.75% O $37.17 $27.75
( $37.17 )
303.34%
Nov. 15, 2023 BO 3.9 $56.96 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 19, 2023 BO 3.7 $51.00 @$50.00
May 23, 2023 BO 3.5 $56.13 @$55.00
Feb. 14, 2023 BO 3.3 $88.23 @$90.00
Sept. 27, 2022 BO 3.0 $79.58 @$80.00
May 12, 2022 BO 3.0 $93.80 @$95.00
Feb. 16, 2022 BO 3.0 $132.11 @$130.00
Nov. 16, 2021 BO 3.2 $166.38 @$165.00

 
 
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