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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Burford Capital Limited (BUR) - NYSE Next Earnings Date: OS Estimate: Nov. 10, 2026 BO
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 2.3
Avg Daily Volume: 1,723,006    Market Cap: 959.6M
Sector: Financial Services    Short Interest: 6.9
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
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
Aug. 6, 2026 BO 2.1 $4.27 @$5.00 $0.65
($4.27)
13.0% -8.19% I 0.7% I $4.30 $0.80
( $4.30 )
23.08%
May 8, 2026 BO 2.2 $5.16 @$5.00 $0.65
($5.16)
13.0% -5.42% I -0.38% I $5.14 $0.47
( $5.14 )
-27.69%
Feb. 26, 2026 BO 2.5 $9.58 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 BO 2.5 $9.47 @$10.00
Aug. 7, 2025 BO 2.6 $12.75 @$12.50
May 7, 2025 BO 3.1 $13.84 @$15.00
March 3, 2025 BO 2.9 $15.60 @$15.00
Nov. 7, 2024 BO None $14.61 @$15.00
May 13, 2024 BO 2.8 $15.44 @$15.00

 
 
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