Burford Capital Limited (BUR) Options History
Historical options analytics archive for BUR with monthly max pain, implied volatility, gamma exposure, and put/call data.
67 months of complete options data available.
BUR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BUR. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 20 | 38.8% | 16.4% | $5.00 | -$4.9K | $1.3M | 8.02 |
| 2026-05 | 20 | 53.0% | 22.6% | $5.00 | -$15.0K | $894.9K | 7.00 |
| 2026-04 | 21 | 115.4% | 43.3% | $7.50 | $90 | $1.2M | 0.97 |
| 2026-03 | 21 | 134.0% | 55.7% | $5.00 | $4.0K | $3.5M | 1.81 |
| 2026-02 | 19 | 47.4% | 28.4% | $10.00 | $41.0K | -$3.5M | 0.53 |
| 2026-01 | 20 | 45.2% | 26.3% | $10.00 | $76.8K | -$6.6M | 1.48 |
This archive aggregates BUR's daily end-of-day options snapshots into monthly summaries, spanning 2020-12 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how BUR option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 38.8%, a month-end max-pain strike around $5.00, an average put/call ratio of 8.02.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Frequently asked BUR history questions
- How much options history is available for BUR?
- This archive holds 67 months of BUR options analytics, spanning 2020-12 through 2026-06. Each entry is a monthly rollup of BUR's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the BUR archive.
- What data does each monthly BUR aggregate contain?
- Every monthly row summarizes that month of BUR option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 38.8%, an average IV rank of 16.4%, a month-end max-pain strike around $5.00, an average put/call ratio of 8.02.
- How is the BUR options-history archive built and how often does it update?
- The archive is derived from BUR's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how BUR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.