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Endava plc American Depositary Shares DAVA 1.75 0.07 4.17%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
1.68
Put Call Ratio (OI)
0.211
Put Call Ratio (Vol)
0.398
IV Rank
22.2
IV Percentile
58.7
Max pain
2.5

Gamma exposure (2026-11-06)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
14.0
161.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-5.7
5.7
View values by strike
DAVA · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 763 -454
5.00 492 -5.64
7.50 8.67 0