LB, good question.
If you find the chometz on Yomtov, you are supposed to cover it and wait until Chol hamoed to burn it. That is, if you hold that you are supposed to burn it. There may be opinions that you are not allowed to (since it was sold to the goy).
There are definitely opinions that you do burn it even though it was sold to a goy. I was at someone’s house on Pesach who found chometz. He looked up the halacha and reached the conclusion that he was supposed to burn it. I believe this was based on a psak from Rav Elyashiv. And this was despite the fact that it was chometz that had been in a cupboard that was sold to a goy (someone accidentally took a magazine out of the cupboard and there was chometz in it).
However, there may be different opinions, so you should probably ask a sheilah if it happens to you, c”v.