Borr Drilling Limited Common Shares (BORR)'s 30-day implied volatility (IV30) was 63.3% at the close on October 20, 2026, down from 66.8% the day before, against a 52-week range of 43.2% to 93.7%. Its 20-day historical volatility was 62.2%.

Key numbers

30-day implied volatility (IV30): 63.3%
IV30 52-week range: 43.2% to 93.7% (median 62.3%)
Historical volatility: 20-day 62.2%, 1-year 59.5%
Implied move by the nearest expiration: ±4.2%

Data as of October 20, 2026.

BORR Implied Volatility (IV) vs Historical Volatility (HV)

Name: BORR Implied Volatility
Creator: Market Chameleon