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
35%
Subdued — neutral to long-vol
30-Day Avg
22%
60-Day Avg
44%
90-Day Avg
48%
90-Day Low
0%
90-Day High
100%
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
20260609 35% 1.9%
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%
20260504 0% 0.9%
20260502 93% 3.9%
20260501 90% 3.8%
20260430 82% 3.6%
20260429 96% 4.0%
20260428 74% 3.3%
20260427 83% 3.6%
20260424 80% 3.5%
20260423 75% 3.4%
20260422 74% 3.3%
20260421 63% 3.0%
20260420 61% 2.9%
20260417 60% 2.9%
20260416 66% 3.1%
20260415 62% 2.9%
20260414 53% 2.7%
20260413 57% 2.8%
20260410 46% 2.5%
20260409 46% 2.5%
20260408 44% 2.4%
20260407 46% 2.5%
20260406 52% 2.7%
20260402 47% 2.5%
20260401 48% 2.5%
20260331 100% 4.1%
20260330 100% 3.8%
20260327 100% 3.2%
20260326 79% 2.1%
20260325 75% 2.0%
20260324 64% 1.9%
20260323 76% 2.0%
20260320 66% 1.9%
20260319 53% 1.7%
20260318 47% 1.6%
20260317 54% 1.7%
20260316 47% 1.6%
20260313 50% 1.7%
20260312 53% 1.7%
20260311 43% 1.6%
20260310 38% 1.5%
20260309 48% 1.7%
20260308 44% 1.6%
20260306 39% 1.5%
20260305 19% 1.3%
20260304 96% 2.3%
20260303 100% 2.4%
20260302 94% 2.1%
20260227 68% 1.8%
20260226 74% 1.8%
20260225 86% 2.0%
20260224 73% 1.8%
20260223 77% 1.9%
20260221 67% 1.8%
20260220 64% 1.7%
20260219 89% 2.0%
20260218 40% 1.5%
20260217 38% 1.4%
20260213 44% 1.4%
20260212 44% 1.4%
20260211 38% 1.3%
20260210 46% 1.4%
20260209 36% 1.3%
20260206 37% 1.3%
20260205 45% 1.4%