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BURLINGTON STORES BURL 246.76 -4.01 -1.6%

Previous-day view · Fri Nov 6 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 06, 2026 close · $246.76
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$5.06 $241.70 – $251.82 $240.69 – $252.83 $235.93 – $257.59
2 sessions ±2.9% ±$7.03 $239.73 – $253.79 $238.25 – $255.27 $231.61 – $261.91
3 sessions ±3.6% ±$8.83 $237.93 – $255.59 $236.20 – $257.32 $227.93 – $265.59
1 week ±4.6% ±$11.25 $235.51 – $258.01 $233.02 – $260.50 $222.80 – $270.72
2 weeks ±6.4% ±$15.77 $230.99 – $262.53 $227.24 – $266.28 $213.10 – $280.42
3 weeks Earnings ±11.4% ±$28.23 $218.53 – $274.99 $211.82 – $281.70 $187.44 – $306.08
1 month Earnings ±12.5% ±$30.89 $215.87 – $277.65 $208.41 – $285.11 $181.79 – $311.73
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 12 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 →