BORR · Expected Move
Borr Drilling Limited
The expected move for BORR is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
BORR straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current BORR Expected Move
30-Day Straddle
$0.62
7-Day Straddle
$0.38
30-Day ATM IV
74.7%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to BORR's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
BORR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $0.62 | $0.38 | 74.7% | 47% |
| 20261106 | $0.65 | $0.48 | 68.4% | 32% |
| 20261105 | $0.68 | $0.45 | 81.2% | 63% |
| 20261104 | $0.55 | $0.55 | 76.1% | 51% |
| 20261103 | $0.70 | $0.70 | 78.2% | 55% |
| 20261102 | $0.62 | $0.62 | 81.1% | 62% |
| 20261030 | $0.60 | $0.60 | 73.6% | 45% |
| 20261029 | $0.65 | $0.65 | 77.1% | 53% |
| 20261028 | $0.73 | $0.73 | — | — |
| 20261027 | $0.60 | $0.60 | 70.3% | 37% |
| 20261026 | $0.55 | $0.55 | 67.7% | 30% |
| 20261023 | $0.72 | $0.72 | — | — |
| 20261022 | $0.62 | $0.62 | 67.2% | 29% |
| 20261021 | $0.65 | $0.65 | 66.6% | 28% |
| 20261020 | $0.65 | $0.65 | — | — |
| 20261019 | $0.73 | $0.73 | 66.5% | 28% |
| 20261016 | $0.88 | $0.50 | 66.2% | 27% |
| 20261015 | $0.90 | $0.48 | 66.6% | 28% |
| 20261014 | $0.85 | $0.35 | 68.0% | 31% |
| 20261013 | $0.85 | $0.30 | 68.0% | 31% |
| 20261012 | $0.88 | $0.33 | 67.9% | 31% |
| 20261009 | $0.85 | $0.35 | 63.3% | 20% |
| 20261008 | $0.90 | $0.50 | — | — |
| 20261007 | $0.80 | $0.45 | 64.8% | 24% |
| 20261006 | $0.75 | $0.40 | 70.3% | 37% |
| 20261005 | $0.73 | $0.38 | 62.7% | 19% |
| 20261002 | $0.33 | $0.33 | 58.0% | 7% |
| 20261001 | $0.38 | $0.38 | 59.8% | 12% |
| 20260930 | $0.35 | $0.35 | 60.1% | 12% |
| 20260929 | $0.32 | $0.32 | 54.9% | 0% |
| 20260928 | $0.42 | $0.42 | 61.3% | 15% |
| 20260925 | $0.45 | $0.45 | 58.1% | 7% |
| 20260924 | $0.55 | $0.55 | 62.6% | 18% |
| 20260923 | $0.57 | $0.57 | 59.1% | 10% |
| 20260922 | $0.65 | $0.65 | 61.9% | 16% |
| 20260921 | $0.72 | $0.72 | 62.0% | 16% |
| 20260918 | $0.67 | $7.95 | 57.0% | 5% |
| 20260917 | $0.65 | $0.40 | 60.7% | 13% |
| 20260916 | $0.60 | $0.33 | 63.4% | 20% |
| 20260915 | $0.60 | $0.43 | — | — |
| 20260914 | $0.57 | $0.28 | 58.7% | 9% |
| 20260911 | $0.62 | $0.38 | 59.7% | 11% |
| 20260910 | $0.65 | $0.38 | 58.6% | 8% |
| 20260909 | $0.70 | $0.40 | — | — |
| 20260908 | $0.83 | $1.80 | 77.7% | 54% |
| 20260904 | $0.80 | $0.57 | 55.7% | 2% |
| 20260903 | $0.78 | $0.55 | 58.7% | 9% |
| 20260902 | $0.53 | $0.53 | 61.7% | 16% |
| 20260901 | $0.65 | $0.65 | — | — |
| 20260831 | $0.60 | $0.60 | 61.2% | 15% |
| 20260828 | $0.60 | $0.60 | 63.4% | 20% |
| 20260827 | $0.72 | $0.72 | 62.6% | 18% |
| 20260826 | $0.57 | $0.57 | 58.3% | 8% |
| 20260825 | $0.57 | $0.57 | 57.6% | 6% |
| 20260824 | $0.60 | $0.60 | 59.3% | 10% |
| 20260821 | $0.70 | $0.58 | 58.2% | 7% |
| 20260820 | $0.70 | $0.50 | 72.2% | 41% |
| 20260819 | $0.65 | $0.38 | 61.5% | 15% |
| 20260818 | $0.65 | $0.43 | — | — |
| 20260817 | $0.75 | $0.53 | 66.6% | 32% |
More on BORR
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.