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Burlington Stores Inc BURL

CONSUMER CYCLICAL · APPAREL RETAIL
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Market dataready · fetched 2026-10-16T22:21:11.219Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:44:18.766773451Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T22:20:07.034578+00:00

Share price$262.66
1D-2.3%
AH$259$262$264$267$2705:30 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$1.01$5.32$9.62$13.93$18.24$242.66$252.16$261.67$271.17$280.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BURL spot · $262.66BURL PRICE$1.48$2.10$2.63$3.28$4.02$4.80$5.82$6.60$7.26$8.18$9.76$11.49$14.82$2.30$2.45$3.36$3.94$4.84$5.72$6.72$8.00$9.36$10.08$11.60$13.45$16.99
PutsExpensive1.06×
CallsFair1.04×
SkewBearish+5.49 pp
Implied moveBearish±$12.54
TiltBearish9.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ274.8037.0%5.2%247.3054.3%6.7%
25Δ273.1139.4%4.8%252.8643.5%4.7%
30Δ270.8739.1%4.1%254.6646.6%4.3%
35Δ268.8139.2%3.6%257.1644.4%3.6%
40Δ266.9739.9%3.2%259.2644.9%3.1%
45Δ265.1140.2%2.8%261.3044.6%2.7%
50Δ263.2741.4%2.4%263.3744.4%2.3%
55Δ261.4740.5%2.1%265.4745.3%2.0%
60Δ259.7138.4%1.6%267.6345.7%1.7%
65Δ257.9937.5%1.3%269.3642.8%1.3%
70Δ255.8638.9%1.1%271.6142.5%1.0%
75Δ253.5939.9%0.9%274.0642.7%0.8%
80Δ249.9145.0%0.8%278.0646.0%0.6%

20Δ

Calls
Pseudo strike
274.80
IV
37.0%
B/E move
5.2%
Puts
Pseudo strike
247.30
IV
54.3%
B/E move
6.7%

25Δ

Calls
Pseudo strike
273.11
IV
39.4%
B/E move
4.8%
Puts
Pseudo strike
252.86
IV
43.5%
B/E move
4.7%

30Δ

Calls
Pseudo strike
270.87
IV
39.1%
B/E move
4.1%
Puts
Pseudo strike
254.66
IV
46.6%
B/E move
4.3%

35Δ

Calls
Pseudo strike
268.81
IV
39.2%
B/E move
3.6%
Puts
Pseudo strike
257.16
IV
44.4%
B/E move
3.6%

40Δ

Calls
Pseudo strike
266.97
IV
39.9%
B/E move
3.2%
Puts
Pseudo strike
259.26
IV
44.9%
B/E move
3.1%

45Δ

Calls
Pseudo strike
265.11
IV
40.2%
B/E move
2.8%
Puts
Pseudo strike
261.30
IV
44.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
263.27
IV
41.4%
B/E move
2.4%
Puts
Pseudo strike
263.37
IV
44.4%
B/E move
2.3%

55Δ

Calls
Pseudo strike
261.47
IV
40.5%
B/E move
2.1%
Puts
Pseudo strike
265.47
IV
45.3%
B/E move
2.0%

60Δ

Calls
Pseudo strike
259.71
IV
38.4%
B/E move
1.6%
Puts
Pseudo strike
267.63
IV
45.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
257.99
IV
37.5%
B/E move
1.3%
Puts
Pseudo strike
269.36
IV
42.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
255.86
IV
38.9%
B/E move
1.1%
Puts
Pseudo strike
271.61
IV
42.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
253.59
IV
39.9%
B/E move
0.9%
Puts
Pseudo strike
274.06
IV
42.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
249.91
IV
45.0%
B/E move
0.8%
Puts
Pseudo strike
278.06
IV
46.0%
B/E move
0.6%