Endava plc ADR (DAVA) Historical Volatility

Tracking DAVA historical volatility helps you see how much Endava plc ADR's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Endava plc ADR's HV tells you what really happened. Use our scanner to monitor DAVA 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The DAVA 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Endava plc ADR's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Endava plc provides technology services for clients in the consumer products, healthcare, mobility, and retail verticals in Europe, Latin America, North America, and internationally. The company offers technology and digital advisory services for payments and financial services, and TMT sectors; IT strategies; business analysis services; program management services; digital product strategy services; and architecture, extended reality, machine learning and artificial intelligence, product design, and user experience and visual design services. It also engages in the identifying, defining, and embedding collaborative data and analytics; and provision of automated testing, cloud native software engineering, continuous delivery, distributed agile delivery, intelligent automation, secure development, agile applications management, cloud infrastructure, DevSecOps, service delivery, smart desk, and telemetry and monitoring services.

The company was founded in 2000 and is headquartered in London, the United Kingdom.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Endava plc ADR's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where DAVA HV is running hot, cold, or in line. Make the DAVA 30 day historical volatility — and every other window — work for your edge instead of against it.