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BURLINGTON STORES, INC. BURL

i

Market datapartial · fetched 2026-11-07T07:28:30.937Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T00:00:00.003344099Z

FundamentalsAlpha Vantage · unavailable

Share price$246.76
1D+0.0%
AH$245$246$247$249$2505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBURL
Sold putSold callAH

BURLINGTON STORES, INC. options

Live interpolated BURL call and put midpoint premiums by absolute delta.BURLINGTON STORES, INC.$0.00$0.27$0.54$0.81$1.08$-0.25$0.13$0.50$0.87$1.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBURL PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend50.80%
Daily close
BURL30.7%61.3%91.8%2026-08-10: 42.80%2026-08-11: 43.23%2026-08-12: 44.19%2026-08-13: 45.18%2026-08-14: 50.04%2026-08-17: 56.07%2026-08-18: 56.93%2026-08-19: 59.27%2026-08-20: 66.68%2026-08-21: 56.43%2026-08-24: 68.04%2026-08-25: 76.46%2026-08-26: 87.60%2026-08-27: 39.89%2026-08-28: 35.28%2026-08-31: 39.46%2026-09-01: 43.30%2026-09-02: 41.00%2026-09-03: 38.92%2026-09-04: 38.66%2026-09-08: 41.99%2026-09-09: 41.14%2026-09-10: 42.43%2026-09-11: 36.22%2026-09-14: 38.40%2026-09-15: 40.80%2026-09-16: 41.88%2026-09-17: 40.72%2026-09-18: 36.67%2026-09-21: 41.25%2026-09-22: 40.44%2026-09-23: 40.79%2026-09-24: 42.30%2026-09-25: 38.42%2026-09-28: 43.26%2026-09-29: 45.03%2026-09-30: 43.34%2026-10-01: 42.11%2026-10-02: 38.86%2026-10-05: 40.36%2026-10-06: 40.47%2026-10-07: 39.94%2026-10-08: 39.66%2026-10-09: 34.94%2026-10-12: 38.70%2026-10-13: 40.36%2026-10-14: 42.41%2026-10-15: 42.84%2026-10-16: 40.64%2026-10-19: 43.91%2026-10-20: 42.12%2026-10-21: 42.53%2026-10-22: 46.55%2026-10-23: 40.72%2026-10-26: 45.91%2026-10-27: 46.66%2026-10-28: 46.59%2026-10-29: 48.32%2026-10-30: 50.80%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
42.80%
43.23%
44.19%
45.18%
50.04%
56.07%
56.93%
59.27%
66.68%
56.43%
68.04%
76.46%
87.60%
39.89%
35.28%
39.46%
43.30%
41.00%
38.92%
38.66%
41.99%
41.14%
42.43%
36.22%
38.40%
40.80%
41.88%
40.72%
36.67%
41.25%
40.44%
40.79%
42.30%
38.42%
43.26%
45.03%
43.34%
42.11%
38.86%
40.36%
40.47%
39.94%
39.66%
34.94%
38.70%
40.36%
42.41%
42.84%
40.64%
43.91%
42.12%
42.53%
46.55%
40.72%
45.91%
46.66%
46.59%
48.32%
50.80%