Closed
⌘K
Sign in Sign up

BURLINGTON STORES BURL 250.77 -7.61 -2.95%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $250.77
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$5.12 $245.65 – $255.89 $244.63 – $256.91 $239.81 – $261.73
2 sessions ±2.8% ±$7.10 $243.67 – $257.87 $242.17 – $259.37 $235.45 – $266.09
3 sessions ±3.6% ±$8.95 $241.82 – $259.72 $240.09 – $261.45 $231.71 – $269.83
1 week ±4.5% ±$11.36 $239.41 – $262.13 $236.85 – $264.69 $226.55 – $274.99
2 weeks ±6.4% ±$15.95 $234.82 – $266.72 $231.03 – $270.51 $216.72 – $284.82
3 weeks Earnings ±12.0% ±$30.02 $220.75 – $280.79 $213.61 – $287.93 $187.68 – $313.86
1 month Earnings ±13.0% ±$32.58 $218.19 – $283.35 $210.35 – $291.19 $182.26 – $319.28
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. BURL reports in 13 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±8.47%
Average actual move
6.09%
Beyond the implied move
2 / 7
Median IV change
-40.62%
Reaction session Implied Actual Used ATM IV before → after
August 27, 2026 ±9.01% -7.64% 0.85× —
May 28, 2026 ±7.66% -7.88% 1.03× —
March 05, 2026 ±8.99% +6.89% 0.77× —
August 28, 2025 ±8.51% +5.34% 0.63× 55.3% → 30.6%
May 29, 2025 ±8.59% -4.52% 0.53× 62.2% → 39.5%
March 06, 2025 ±8.34% +8.74% 1.05× 60.9% → 47.9%
November 26, 2024 ±8.18% -1.62% 0.20× 67.6% → 29.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →