BUR · Expected Move
Burford Capital Limited
The expected move for BUR 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).
BUR 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 BUR Expected Move
30-Day Straddle
$1.43
7-Day Straddle
$1.43
30-Day ATM IV
131.9%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to BUR'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.
BUR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $1.43 | $1.43 | 131.9% | 22% |
| 20261023 | $8.38 | $8.38 | — | — |
| 20261022 | $9.40 | $9.40 | — | — |
| 20261021 | $14.60 | $14.60 | — | — |
| 20261020 | $0.68 | $0.68 | — | — |
| 20261019 | $7.10 | $7.10 | 94.2% | 12% |
| 20261016 | $9.50 | $4.85 | — | — |
| 20261015 | $1.08 | $0.85 | 137.9% | 23% |
| 20261014 | $1.18 | $0.93 | 175.8% | 33% |
| 20261013 | $14.10 | $14.30 | — | — |
| 20261012 | $19.05 | $19.05 | — | — |
| 20261009 | $1.22 | $1.02 | — | — |
| 20261008 | $1.80 | $1.00 | — | — |
| 20261007 | $1.85 | $1.60 | 328.3% | 72% |
| 20261006 | $2.00 | $1.42 | 440.9% | 100% |
| 20261005 | $1.88 | $1.98 | — | — |
| 20261002 | $8.68 | $8.68 | — | — |
| 20261001 | $1.98 | $1.98 | — | — |
| 20260930 | $1.98 | $1.98 | — | — |
| 20260929 | $1.65 | $1.65 | 99.5% | 73% |
| 20260928 | $1.20 | $1.20 | — | — |
| 20260925 | $1.23 | $1.23 | — | — |
| 20260924 | $1.12 | $1.12 | — | — |
| 20260923 | $1.80 | $1.80 | 106.2% | 82% |
| 20260922 | $1.15 | $1.15 | — | — |
| 20260921 | $1.85 | $1.85 | 119.2% | 100% |
| 20260918 | $8.82 | $8.60 | — | — |
| 20260917 | $1.10 | $8.80 | — | — |
| 20260916 | $11.22 | $1.83 | — | — |
| 20260915 | $0.93 | $3.25 | 64.3% | 29% |
| 20260914 | $0.85 | $8.22 | 62.0% | 26% |
| 20260911 | $0.88 | $1.05 | 63.2% | 28% |
| 20260910 | $0.72 | $0.65 | 61.0% | 24% |
| 20260909 | $0.70 | $0.53 | 45.6% | 0% |
| 20260908 | $0.82 | $8.15 | 56.2% | 13% |
| 20260904 | $0.95 | $1.25 | 66.2% | 29% |
| 20260903 | $0.80 | $0.70 | 65.0% | 27% |
| 20260902 | $0.82 | $0.82 | 67.6% | 31% |
| 20260901 | $0.95 | $0.95 | 67.9% | 32% |
| 20260831 | $1.12 | $1.12 | 57.8% | 15% |
| 20260828 | $8.15 | $8.15 | — | — |
| 20260827 | $0.73 | $0.73 | 56.9% | 14% |
| 20260826 | $0.65 | $0.65 | 59.7% | 18% |
| 20260825 | $8.10 | $8.10 | 54.5% | 10% |
| 20260824 | $0.97 | $0.97 | 74.5% | 43% |
| 20260821 | $0.77 | $0.75 | 56.0% | 12% |
| 20260820 | $1.45 | $0.97 | 62.3% | 23% |
| 20260819 | $0.95 | $0.90 | 75.4% | 44% |
| 20260818 | $0.85 | $8.40 | 86.9% | 63% |
| 20260817 | $0.85 | $8.32 | 63.1% | 24% |
| 20260814 | $0.83 | $8.15 | 54.4% | 9% |
| 20260813 | $0.93 | $1.52 | 69.2% | 34% |
| 20260812 | $0.90 | $0.73 | 67.2% | 30% |
| 20260811 | $0.95 | $8.22 | 65.2% | 27% |
| 20260810 | $1.05 | $0.85 | 75.1% | 43% |
| 20260806 | $1.42 | $1.32 | 79.3% | 50% |
| 20260805 | $0.70 | $0.70 | 80.4% | 52% |
| 20260804 | $8.20 | $8.20 | 54.2% | 9% |
| 20260803 | $8.40 | $8.40 | 70.0% | 35% |
| 20260731 | $8.47 | $8.47 | — | — |
More on BUR
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.