Borr Drilling Ltd (BORR) Historical Volatility

Tracking BORR historical volatility helps you see how much Borr Drilling Ltd's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Borr Drilling Ltd's HV tells you what really happened. Use our scanner to monitor BORR 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The BORR 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Borr Drilling Ltd's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Borr Drilling Limited operates as an offshore drilling contractor to the oil and gas industry worldwide. It owns, contracts, and operates jack-up rigs for operations in shallow-water areas, including the provision of related equipment and work crews to conduct oil and gas drilling and workover operations for exploration and production. The company serves oil and gas exploration and production companies, such as integrated oil companies, state-owned national oil companies, and independent oil and gas companies. As of December 31, 2021, it operated a fleet of 23 jack-up drilling rigs. The company was formerly known as Magni Drilling Limited and changed its name to Borr Drilling Limited in December 2016.

Borr Drilling Limited was incorporated in 2016 and is based in Hamilton, Bermuda.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Borr Drilling Ltd's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where BORR HV is running hot, cold, or in line. Make the BORR 30 day historical volatility — and every other window — work for your edge instead of against it.