Burlington Stores, Inc. (BURL) Options History
Historical options analytics archive for BURL with monthly max pain, implied volatility, gamma exposure, and put/call data.
153 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 |
|---|---|---|---|---|---|---|---|
| 2026-06 | 20 | 37.5% | 38.8% | $330.00 | -$10.9M | $67.3M | 5.42 |
| 2026-05 | 20 | 48.0% | 74.1% | $300.00 | -$2.5M | -$20.6M | 5.54 |
| 2026-04 | 21 | 38.5% | 37.2% | $327.50 | -$6.5M | $38.2M | 7.14 |
| 2026-03 | 21 | 40.9% | 38.6% | $300.00 | -$3.8M | -$5.9M | 7.42 |
| 2026-02 | 19 | 51.1% | 67.1% | $287.50 | -$5.0M | -$2.0M | 5.76 |
| 2026-01 | 20 | 35.5% | 23.7% | $300.00 | -$11.0M | $49.0M | 5.03 |
This archive aggregates BURL's daily end-of-day options snapshots into monthly summaries, spanning 2013-10 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 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 (2026-06) shows an average ATM implied volatility near 37.5%, a month-end max-pain strike around $330.00, an average put/call ratio of 5.42.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Frequently asked BURL history questions
- How much options history is available for BURL?
- This archive holds 153 months of BURL options analytics, spanning 2013-10 through 2026-06. 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, 2026-06 recorded an average ATM implied volatility near 37.5%, an average IV rank of 38.8%, a month-end max-pain strike around $330.00, an average put/call ratio of 5.42.
- 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.