Endava (DAVA)
NYSE: DAVA
· Real-Time Price · USD
9.21
0.04 (0.44%)
At close: Oct 03, 2025, 3:59 PM
9.29
0.87%
After-hours: Oct 03, 2025, 07:18 PM EDT
DAVA Delta Exposure By Expiry
The total Delta Exposure (DEX) for DAVA across all expirations shows -4,632.51 net shares that market makers must hedge, with 24,555.19 from calls and 29,187.7 from puts. The put-call delta ratio of 1.19 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
DAVA DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 6,122.79 | -10,066.98 | -3,944.19 | 1.64 |
| Nov 21, 25 | 2,582.76 | -2,397.54 | 185.22 | 0.93 |
| Jan 16, 26 | 6,666.37 | -13,295.91 | -6,629.54 | 1.99 |
| Apr 17, 26 | 9,183.27 | -3,427.27 | 5,756 | 0.37 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |