Burlington Stores, Inc. (BURL) Options History
Historical options analytics archive for BURL with monthly max pain, implied volatility, gamma exposure, and put/call data.
156 months of complete options data available.
BURL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BURL. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 38.4% | 39.7% | $260.00 | -$6.7M | $118.3M | 4.44 |
| 2026-08 | 21 | 45.0% | 68.2% | $335.00 | -$20.0M | $801.8M | 6.63 |
| 2026-07 | 22 | 39.2% | 48.4% | $340.00 | $1.3M | -$81.9M | 3.62 |
| 2026-06 | 20 | 37.5% | 42.8% | $330.00 | -$10.9M | $67.3M | 5.42 |
| 2026-05 | 20 | 48.0% | 75.6% | $300.00 | -$2.5M | -$20.6M | 5.54 |
| 2026-04 | 21 | 38.5% | 41.1% | $327.50 | -$6.5M | $38.2M | 7.14 |
This archive aggregates BURL's daily end-of-day options snapshots into monthly summaries, spanning 2013-10 through 2026-09. 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 BURL 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 (2026-09) shows an average ATM implied volatility near 38.4%, a month-end max-pain strike around $260.00, an average put/call ratio of 4.44.
2026
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2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
Frequently asked BURL history questions
- How much options history is available for BURL?
- This archive holds 156 months of BURL options analytics, spanning 2013-10 through 2026-09. Each entry is a monthly rollup of BURL'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 BURL archive.
- What data does each monthly BURL aggregate contain?
- Every monthly row summarizes that month of BURL 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, 2026-09 recorded an average ATM implied volatility near 38.4%, an average IV rank of 39.7%, a month-end max-pain strike around $260.00, an average put/call ratio of 4.44.
- How is the BURL options-history archive built and how often does it update?
- The archive is derived from BURL'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 BURL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.