Optionslam.com

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

 
Endava plc (DAVA) - NYSE Next Earnings Date: OS Estimate: Jan. 28, 2026 BO
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 7.5
Avg Daily Volume: 1,415,711    Market Cap: 522.8M
Sector: None    Short Interest: 4.59
Live Interactive Chart
Days to Next Earnings: 62 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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
Nov. 11, 2025 BO 6.7 $9.43 @$10.00 $1.68
($9.43)
16.8% -29.58% O -26.29% O $6.95 $2.85
( $6.95 )
69.64%
Sept. 4, 2025 BO 6.4 $14.38 @$15.00 $2.05
($14.38)
13.67% -31.57% O -30.66% O $9.97 $4.90
( $9.97 )
139.02%
May 14, 2025 BO 5.6 $21.41 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Sept. 19, 2023 BO 3.7 $51.00 @$50.00
May 23, 2023 BO 3.5 $56.13 @$55.00

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