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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Burford Capital Limited (BUR) - NYSE Next Earnings Date: OS Estimate: Feb. 12, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 2.8
Avg Daily Volume: 683,000    Market Cap: 3.49B
Sector: N/A    Short Interest: 0.6
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 2
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 7, 2024 AC 2.9 $14.25 @$15.00 $1.00
($14.25)
6.67% -3.01% I -3.01% I $13.82 $1.23
( $13.82 )
23.0%
May 13, 2024 BO 2.8 $15.44 @$15.00 $1.62
($15.44)
10.8% -6.73% I -6.08% I $14.50 $1.27
( $14.50 )
-21.6%

 
 
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