Endava (DAVA)
NYSE: DAVA
· Real-Time Price · USD
9.89
-0.11 (-1.10%)
At close: Sep 12, 2025, 3:59 PM
9.91
0.20%
After-hours: Sep 12, 2025, 07:46 PM EDT
DAVA Delta Exposure By Expiry
The total Delta Exposure (DEX) for DAVA across all expirations shows -13,851.03 net shares that market makers must hedge, with 20,488.29 from calls and 34,339.32 from puts. The put-call delta ratio of 1.68 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 |
|---|---|---|---|---|
| Sep 19, 25 | 1,853.34 | -5,014.47 | -3,161.13 | 2.71 |
| Oct 17, 25 | 6,772.39 | -14,511.25 | -7,738.86 | 2.14 |
| Jan 16, 26 | 7,350.28 | -13,063.1 | -5,712.82 | 1.78 |
| Apr 17, 26 | 4,512.28 | -1,750.5 | 2,761.78 | 0.39 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |