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Burford Capital Ltd BUR

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-23T05:57:03.271Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:58:40.420479154Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T05:53:19.861573+00:00

Share price$3.42
1D+12.3%
AH$2.96$3.08$3.20$3.32$3.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBUR
Sold putSold callAH

Burford Capital Ltd options

Live interpolated BUR call and put midpoint premiums by absolute delta.Burford Capital Ltd$0.07$1.06$2.04$3.03$4.02$0.70$1.85$2.99$4.14$5.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BUR spot · $3.42BUR PRICE$0.18$0.23$0.29$0.34$0.40$0.46$0.51$0.57$0.62$0.68$0.73$0.79$0.85$0.59$0.76$0.94$1.11$1.29$1.46$1.63$1.81$2.38$3.73
PutsExpensive2.74×
CallsExpensive1.58×
SkewBearish+63.57 pp
Implied moveBearish±$1.97
TiltBearish40.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.06134.3%111.4%
25Δ6.74129.5%103.8%2.73182.8%37.3%
30Δ6.42124.7%96.1%3.03178.5%33.8%
35Δ6.10119.9%88.4%3.32174.2%30.2%
40Δ5.79115.1%80.7%3.62170.0%26.7%
45Δ5.47110.2%73.1%3.92165.7%23.1%
50Δ5.15105.4%65.4%4.21161.5%19.6%
55Δ4.83100.6%57.7%4.51157.2%16.0%
60Δ4.5195.8%50.0%4.80153.0%12.5%
65Δ4.1991.0%42.4%5.47159.5%9.7%
70Δ3.8886.1%34.7%6.86187.5%8.5%
75Δ3.5681.3%27.0%
80Δ3.2476.5%19.3%

20Δ

Calls
Pseudo strike
7.06
IV
134.3%
B/E move
111.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.74
IV
129.5%
B/E move
103.8%
Puts
Pseudo strike
2.73
IV
182.8%
B/E move
37.3%

30Δ

Calls
Pseudo strike
6.42
IV
124.7%
B/E move
96.1%
Puts
Pseudo strike
3.03
IV
178.5%
B/E move
33.8%

35Δ

Calls
Pseudo strike
6.10
IV
119.9%
B/E move
88.4%
Puts
Pseudo strike
3.32
IV
174.2%
B/E move
30.2%

40Δ

Calls
Pseudo strike
5.79
IV
115.1%
B/E move
80.7%
Puts
Pseudo strike
3.62
IV
170.0%
B/E move
26.7%

45Δ

Calls
Pseudo strike
5.47
IV
110.2%
B/E move
73.1%
Puts
Pseudo strike
3.92
IV
165.7%
B/E move
23.1%

50Δ

Calls
Pseudo strike
5.15
IV
105.4%
B/E move
65.4%
Puts
Pseudo strike
4.21
IV
161.5%
B/E move
19.6%

55Δ

Calls
Pseudo strike
4.83
IV
100.6%
B/E move
57.7%
Puts
Pseudo strike
4.51
IV
157.2%
B/E move
16.0%

60Δ

Calls
Pseudo strike
4.51
IV
95.8%
B/E move
50.0%
Puts
Pseudo strike
4.80
IV
153.0%
B/E move
12.5%

65Δ

Calls
Pseudo strike
4.19
IV
91.0%
B/E move
42.4%
Puts
Pseudo strike
5.47
IV
159.5%
B/E move
9.7%

70Δ

Calls
Pseudo strike
3.88
IV
86.1%
B/E move
34.7%
Puts
Pseudo strike
6.86
IV
187.5%
B/E move
8.5%

75Δ

Calls
Pseudo strike
3.56
IV
81.3%
B/E move
27.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.24
IV
76.5%
B/E move
19.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations