BORR · Borr Drilling Ltd

Track BORR — free Ask ALVIS about BORR

$3.99 +0.14 (+3.64%)

Market Cap

$1.19B

308.69M

Options Chain

15-min delayed Underlying $3.99 · today Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 20 contracts

Put / call OI

0.37

Call-heavy positioning

Open interest

18,952

contracts outstanding

Volume

217

traded today

Max pain

$5.00

$1.01 above spot

ATM implied vol

70.1%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Nov 20 113d Jan 15 169d Feb 19 204d Jan 21 540d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
13	13	240%	0.996	$3.50		$0.05	—	—	6	0
Call · $1 In the money Last $3.50 Breakeven $4.50 Implied vol 240% Delta 0.996 ≈100% ITM Gamma 0.005 Theta -0.001 Vega 0 Open interest 13 Model this call Put · $1 Last $0.05 Breakeven $0.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
80	5	170.9%	0.966	$2.34		$0.05	—	—	1	1
Call · $2 In the money Last $2.34 Breakeven $4.34 Implied vol 170.9% Delta 0.966 ≈97% ITM Gamma 0.046 Theta -0.003 Vega 0.001 Open interest 80 Model this call Put · $2 Last $0.05 Breakeven $1.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
37	1	108.3%	0.875	$0.85		$0.03	-0.126	108.6%	10	615
Call · $3 In the money Last $0.85 Breakeven $3.85 Implied vol 108.3% Delta 0.875 ≈87% ITM Gamma 0.199 Theta -0.005 Vega 0.002 Open interest 37 Model this call Put · $3 Last $0.03 Breakeven $2.97 Implied vol 108.6% Delta -0.126 ≈13% ITM Gamma 0.199 Theta -0.005 Vega 0.002 Open interest 615 Model this put
Underlying $3.99
923	75	79.5%	0.502	$0.25		$0.30	-0.52	60.6%	3	1.8k
Call · $4 Last $0.25 Breakeven $4.25 Implied vol 79.5% Delta 0.502 ≈50% ITM Gamma 0.526 Theta -0.007 Vega 0.004 Open interest 923 Model this call Put · $4 In the money Last $0.30 Breakeven $3.70 Implied vol 60.6% Delta -0.52 ≈52% ITM Gamma 0.693 Theta -0.005 Vega 0.004 Open interest 1.8k Model this put
8.4k	3	93.3%	0.171	$0.05		$1.15	—	—	15	2.7k
Call · $5 Last $0.05 Breakeven $5.05 Implied vol 93.3% Delta 0.171 ≈17% ITM Gamma 0.286 Theta -0.005 Vega 0.003 Open interest 8.4k Model this call Put · $5 In the money Last $1.15 Breakeven $3.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2.7k Model this put
1.6k	8	133.9%	0.13	$0.05		$1.65	-0.82	159.3%	50	69
Call · $6 Last $0.05 Breakeven $6.05 Implied vol 133.9% Delta 0.13 ≈13% ITM Gamma 0.164 Theta -0.006 Vega 0.002 Open interest 1.6k Model this call Put · $6 In the money Last $1.65 Breakeven $4.35 Implied vol 159.3% Delta -0.82 ≈82% ITM Gamma 0.177 Theta -0.009 Vega 0.003 Open interest 69 Model this put
2k	10	167.2%	0.112	$0.03		—	-0.789	222.6%	—	0
Call · $7 Last $0.03 Breakeven $7.03 Implied vol 167.2% Delta 0.112 ≈11% ITM Gamma 0.119 Theta -0.007 Vega 0.002 Open interest 2k Model this call Put · $7 In the money Last — Breakeven — Implied vol 222.6% Delta -0.789 ≈79% ITM Gamma 0.138 Theta -0.014 Vega 0.003 Open interest 0 Model this put
252	3	217.2%	0.142	$0.04		$3.40	-0.82	241.4%	6	0
Call · $8 Last $0.04 Breakeven $8.04 Implied vol 217.2% Delta 0.142 ≈14% ITM Gamma 0.107 Theta -0.011 Vega 0.002 Open interest 252 Model this call Put · $8 In the money Last $3.40 Breakeven $4.60 Implied vol 241.4% Delta -0.82 ≈82% ITM Gamma 0.115 Theta -0.013 Vega 0.002 Open interest 0 Model this put
290	1	231.7%	0.114	$0.04		$4.40	-0.904	218.8%	4	0
Call · $9 Last $0.04 Breakeven $9.04 Implied vol 231.7% Delta 0.114 ≈11% ITM Gamma 0.087 Theta -0.01 Vega 0.002 Open interest 290 Model this call Put · $9 In the money Last $4.40 Breakeven $4.60 Implied vol 218.8% Delta -0.904 ≈90% ITM Gamma 0.084 Theta -0.008 Vega 0.001 Open interest 0 Model this put
202	1	342.8%	0.239	$0.35		$4.60	-0.909	237.6%	2	0
Call · $10 Last $0.35 Breakeven $10.35 Implied vol 342.8% Delta 0.239 ≈24% ITM Gamma 0.095 Theta -0.024 Vega 0.002 Open interest 202 Model this call Put · $10 In the money Last $4.60 Breakeven $5.40 Implied vol 237.6% Delta -0.909 ≈91% ITM Gamma 0.074 Theta -0.008 Vega 0.001 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1715497 CUSIP G1466R173 13F (30d) 38 filings 36 filers Visit website