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Burlington Stores Inc BURL

CONSUMER CYCLICAL · APPAREL RETAIL
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Market dataready · fetched 2026-10-17T00:56:23.867Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T23:00:00.002710648Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-17T00:56:23.205851+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$2.83$11.94$21.05$30.15$39.26$218.51$240.63$262.76$284.88$307.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BURL spot · $262.66BURL PRICE$3.92$4.98$6.31$7.72$9.08$10.45$12.23$14.01$16.06$18.30$20.70$24.13$27.58$3.81$5.27$6.75$8.50$10.34$12.41$14.85$17.33$20.59$23.84$27.92$32.09$36.63
PutsFair1.00×
CallsCheap0.93×
SkewBearish+0.32 pp
Implied moveBearish±$27.08
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ300.2846.0%15.8%239.6639.4%10.2%
25Δ291.8043.9%13.0%244.2240.0%9.0%
30Δ285.6443.3%11.2%248.7640.5%7.9%
35Δ280.1343.3%9.6%253.0940.8%6.9%
40Δ275.0742.0%8.2%257.3441.0%6.0%
45Δ270.0140.8%6.8%261.6141.2%5.1%
50Δ265.8240.3%5.9%265.9341.6%4.4%
55Δ261.6339.9%4.9%270.2741.9%3.7%
60Δ257.5239.5%4.2%275.0942.4%3.1%
65Δ253.4639.1%3.5%279.9142.8%2.5%
70Δ249.3038.7%2.8%285.4042.9%2.0%
75Δ244.5439.0%2.3%290.9542.8%1.4%
80Δ239.7639.2%1.8%296.7841.9%1.0%

20Δ

Calls
Pseudo strike
300.28
IV
46.0%
B/E move
15.8%
Puts
Pseudo strike
239.66
IV
39.4%
B/E move
10.2%

25Δ

Calls
Pseudo strike
291.80
IV
43.9%
B/E move
13.0%
Puts
Pseudo strike
244.22
IV
40.0%
B/E move
9.0%

30Δ

Calls
Pseudo strike
285.64
IV
43.3%
B/E move
11.2%
Puts
Pseudo strike
248.76
IV
40.5%
B/E move
7.9%

35Δ

Calls
Pseudo strike
280.13
IV
43.3%
B/E move
9.6%
Puts
Pseudo strike
253.09
IV
40.8%
B/E move
6.9%

40Δ

Calls
Pseudo strike
275.07
IV
42.0%
B/E move
8.2%
Puts
Pseudo strike
257.34
IV
41.0%
B/E move
6.0%

45Δ

Calls
Pseudo strike
270.01
IV
40.8%
B/E move
6.8%
Puts
Pseudo strike
261.61
IV
41.2%
B/E move
5.1%

50Δ

Calls
Pseudo strike
265.82
IV
40.3%
B/E move
5.9%
Puts
Pseudo strike
265.93
IV
41.6%
B/E move
4.4%

55Δ

Calls
Pseudo strike
261.63
IV
39.9%
B/E move
4.9%
Puts
Pseudo strike
270.27
IV
41.9%
B/E move
3.7%

60Δ

Calls
Pseudo strike
257.52
IV
39.5%
B/E move
4.2%
Puts
Pseudo strike
275.09
IV
42.4%
B/E move
3.1%

65Δ

Calls
Pseudo strike
253.46
IV
39.1%
B/E move
3.5%
Puts
Pseudo strike
279.91
IV
42.8%
B/E move
2.5%

70Δ

Calls
Pseudo strike
249.30
IV
38.7%
B/E move
2.8%
Puts
Pseudo strike
285.40
IV
42.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
244.54
IV
39.0%
B/E move
2.3%
Puts
Pseudo strike
290.95
IV
42.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
239.76
IV
39.2%
B/E move
1.8%
Puts
Pseudo strike
296.78
IV
41.9%
B/E move
1.0%