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DAVA - Endava (ADR)
Implied Volatility Analysis

Implied Volatility:
69.9%
Put/Call-Ratio:
1.28

Endava (ADR) has an Implied Volatility (IV) of 69.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DAVA is 27 and the Implied Volatility Percentile (IVP) is 58. The current Implied Volatility Index for DAVA is 0.23 standard deviations away from its 1 year mean.

Market Cap$2.98B
Implied Volatility (IV) 30d
69.88
Implied Volatility Rank (IVR) 1y
27.08
Implied Volatility Percentile (IVP) 1y
57.64
Historical Volatility (HV) 30d
55.61
IV / HV
1.26
Open Interest
1.70K
Option Volume
114.00
Put/Call Ratio (Volume)
1.28

Data was calculated after the 9/28/2022 closing.

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