BUR (Burford Capital Limited)

Historical IV Rank & Volatility Regime

IV Rank measures where BUR's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on BUR are priced rich or cheap relative to its own recent regime.

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.

BUR IV Rank Summary
Current
38%
Subdued — neutral to long-vol
30-Day Avg
32%
60-Day Avg
42%
90-Day Avg
34%
90-Day Low
0%
90-Day High
98%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in BUR's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
BUR IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260911 38% 1.9%
20260910 38% 1.9%
20260909 34% 1.7%
20260908 37% 1.8%
20260904 36% 1.8%
20260903 37% 1.8%
20260902 27% 1.5%
20260901 29% 1.6%
20260831 36% 1.8%
20260828 13% 1.0%
20260827 18% 1.2%
20260826 24% 1.4%
20260825 17% 1.1%
20260824 30% 1.6%
20260821 13% 1.0%
20260820 18% 1.2%
20260819 19% 1.2%
20260818 26% 1.5%
20260817 18% 1.2%
20260814 0% 0.5%
20260813 6% 1.0%
20260812 9% 1.1%
20260811 9% 1.1%
20260810 8% 1.0%
20260806 1% 0.8%
20260805 98% 4.0%
20260804 88% 3.7%
20260803 81% 3.5%
20260731 74% 3.2%
20260730 81% 3.5%
20260729 72% 3.2%
20260728 80% 3.4%
20260727 60% 2.8%
20260724 62% 2.9%
20260723 73% 3.2%
20260722 62% 2.9%
20260721 54% 2.6%
20260720 58% 2.7%
20260716 40% 2.1%
20260715 43% 2.2%
20260714 40% 2.1%
20260713 42% 2.2%
20260710 35% 1.9%
20260709 32% 1.8%
20260708 51% 2.5%
20260707 39% 2.1%
20260706 51% 2.5%
20260702 60% 2.8%
20260701 52% 2.5%
20260630 70% 3.1%
20260629 61% 2.8%
20260626 55% 2.6%
20260625 52% 2.5%
20260624 56% 2.6%
20260623 47% 2.4%
20260622 45% 2.3%
20260618 42% 2.2%
20260617 40% 2.1%
20260616 42% 2.2%
20260615 45% 2.3%
20260613 35% 2.0%
20260612 35% 1.9%
20260611 38% 2.0%
20260610 37% 2.0%
20260609 36% 2.0%
20260608 34% 1.9%
20260605 30% 1.8%
20260604 32% 1.8%
20260603 32% 1.9%
20260602 22% 1.5%
20260601 8% 1.1%
20260529 13% 1.2%
20260528 25% 1.6%
20260527 27% 1.7%
20260526 18% 1.4%
20260522 15% 1.3%
20260521 10% 1.1%
20260520 13% 1.2%
20260519 10% 1.1%
20260518 16% 1.3%
20260515 7% 1.0%
20260514 3% 0.9%
20260513 2% 0.9%
20260512 10% 1.1%
20260511 13% 1.2%
20260510 0% 0.8%
20260508 0% 0.8%
20260507 2% 1.0%
20260506 5% 1.1%
20260505 4% 1.0%