IntraAlpha
Create free account Start free

Burford Capital Limited BUR

i

Market datapartial · fetched 2026-11-12T15:21:02.615Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T15:20:55.732041586Z

FundamentalsAlpha Vantage · unavailable

Share price$3.32
1D-7.1%
$3.31$3.39$3.46$3.54$3.615:30 AM6:30 AM9:00 AM1:00 PMBUR
Sold putSold call

Burford Capital Limited options

Live interpolated BUR call and put midpoint premiums by absolute delta.Burford Capital Limited$0.18$0.55$0.91$1.27$1.63$2.66$3.10$3.55$3.99$4.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BUR spot · $3.31BUR PRICE$0.22$0.29$0.37$0.44$0.51$0.58$0.65$0.73$0.80$0.87$0.94$1.01$0.36$0.46$0.57$0.68$0.78$0.89$1.00$1.10$1.21$1.32$1.42$1.53
Puts——
Calls——
Skew——
Implied moveBearish±$1.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.66330.6%107.6%
25Δ6.31331.2%99.2%2.64340.3%31.1%
30Δ5.96331.7%90.8%2.83329.1%28.8%
35Δ5.61332.2%82.3%3.01317.9%26.4%
40Δ5.25332.7%73.9%3.19306.8%24.1%
45Δ4.90333.2%65.5%3.38295.6%21.8%
50Δ4.55333.7%57.1%3.56284.4%19.4%
55Δ4.20334.2%48.6%3.74273.3%17.1%
60Δ3.85334.7%40.2%3.93262.1%14.8%
65Δ3.50335.2%31.8%4.11250.9%12.5%
70Δ3.15335.8%23.3%4.29239.8%10.1%
75Δ2.79336.3%14.9%4.48228.6%7.8%
80Δ4.66217.4%5.5%

20Δ

Calls
Pseudo strike
6.66
IV
330.6%
B/E move
107.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.31
IV
331.2%
B/E move
99.2%
Puts
Pseudo strike
2.64
IV
340.3%
B/E move
31.1%

30Δ

Calls
Pseudo strike
5.96
IV
331.7%
B/E move
90.8%
Puts
Pseudo strike
2.83
IV
329.1%
B/E move
28.8%

35Δ

Calls
Pseudo strike
5.61
IV
332.2%
B/E move
82.3%
Puts
Pseudo strike
3.01
IV
317.9%
B/E move
26.4%

40Δ

Calls
Pseudo strike
5.25
IV
332.7%
B/E move
73.9%
Puts
Pseudo strike
3.19
IV
306.8%
B/E move
24.1%

45Δ

Calls
Pseudo strike
4.90
IV
333.2%
B/E move
65.5%
Puts
Pseudo strike
3.38
IV
295.6%
B/E move
21.8%

50Δ

Calls
Pseudo strike
4.55
IV
333.7%
B/E move
57.1%
Puts
Pseudo strike
3.56
IV
284.4%
B/E move
19.4%

55Δ

Calls
Pseudo strike
4.20
IV
334.2%
B/E move
48.6%
Puts
Pseudo strike
3.74
IV
273.3%
B/E move
17.1%

60Δ

Calls
Pseudo strike
3.85
IV
334.7%
B/E move
40.2%
Puts
Pseudo strike
3.93
IV
262.1%
B/E move
14.8%

65Δ

Calls
Pseudo strike
3.50
IV
335.2%
B/E move
31.8%
Puts
Pseudo strike
4.11
IV
250.9%
B/E move
12.5%

70Δ

Calls
Pseudo strike
3.15
IV
335.8%
B/E move
23.3%
Puts
Pseudo strike
4.29
IV
239.8%
B/E move
10.1%

75Δ

Calls
Pseudo strike
2.79
IV
336.3%
B/E move
14.9%
Puts
Pseudo strike
4.48
IV
228.6%
B/E move
7.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.66
IV
217.4%
B/E move
5.5%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations