BUR · Burford Capital Ltd

Track BUR — free Ask ALVIS about BUR

$4.14 -0.02 (-0.36%)

Market Cap

$909.14M

219.07M

Options Chain

15-min delayed Underlying $4.14 · today Options Calculator

Positioning

Aug 21, 2026 · 28 days to expiry · 20 contracts

Put / call OI

0.31

Call-heavy positioning

Open interest

5,211

contracts outstanding

Volume

291

traded today

Max pain

$5.00

$0.87 above spot

ATM implied vol

62.8%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 28d Sep 18 56d Oct 16 84d Nov 20 119d Jan 15 175d Jan 21 546d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
126	2	123.9%	0.953	$1.87		$0.05	—	—	4	67
Call · $2.5 In the money Last $1.87 Breakeven $4.37 Implied vol 123.9% Delta 0.953 ≈95% ITM Gamma 0.069 Theta -0.002 Vega 0.001 Open interest 126 Model this call Put · $2.5 Last $0.05 Breakeven $2.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 67 Model this put
Underlying $4.14
1.1k	7	67.1%	0.189	$0.07		$0.95	-0.853	58.6%	1	1.1k
Call · $5 Last $0.07 Breakeven $5.07 Implied vol 67.1% Delta 0.189 ≈19% ITM Gamma 0.35 Theta -0.004 Vega 0.003 Open interest 1.1k Model this call Put · $5 In the money Last $0.95 Breakeven $4.05 Implied vol 58.6% Delta -0.853 ≈85% ITM Gamma 0.348 Theta -0.003 Vega 0.002 Open interest 1.1k Model this put
1k	1	176.2%	0.168	$0.07		$3.50	-0.952	118.6%	6	5
Call · $7.5 Last $0.07 Breakeven $7.57 Implied vol 176.2% Delta 0.168 ≈17% ITM Gamma 0.124 Theta -0.009 Vega 0.003 Open interest 1k Model this call Put · $7.5 In the money Last $3.50 Breakeven $4.00 Implied vol 118.6% Delta -0.952 ≈95% ITM Gamma 0.078 Theta -0.002 Vega 0.001 Open interest 5 Model this put
892	4	—	—	$0.07		$5.20	-0.681	336%	4	49
Call · $10 Last $0.07 Breakeven $10.07 Implied vol — Delta — Gamma — Theta — Vega — Open interest 892 Model this call Put · $10 In the money Last $5.20 Breakeven $4.80 Implied vol 336% Delta -0.681 ≈68% ITM Gamma 0.091 Theta -0.024 Vega 0.004 Open interest 49 Model this put
27	2	—	—	$0.05		$7.80	-0.756	342.9%	4	0
Call · $12.5 Last $0.05 Breakeven $12.55 Implied vol — Delta — Gamma — Theta — Vega — Open interest 27 Model this call Put · $12.5 In the money Last $7.80 Breakeven $4.70 Implied vol 342.9% Delta -0.756 ≈76% ITM Gamma 0.08 Theta -0.022 Vega 0.003 Open interest 0 Model this put
563	200	—	—	$0.05		$11.00	-0.746	387.9%	2	0
Call · $15 Last $0.05 Breakeven $15.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 563 Model this call Put · $15 In the money Last $11.00 Breakeven $4.00 Implied vol 387.9% Delta -0.746 ≈75% ITM Gamma 0.071 Theta -0.025 Vega 0.003 Open interest 0 Model this put
0	—	—	—	—		$12.88	-0.753	413%	2	0
Call · $17.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $17.5 In the money Last $12.88 Breakeven $4.62 Implied vol 413% Delta -0.753 ≈75% ITM Gamma 0.066 Theta -0.026 Vega 0.004 Open interest 0 Model this put
200	50	—	—	$0.23		—	-0.759	435.2%	—	0
Call · $20 Last $0.23 Breakeven $20.23 Implied vol — Delta — Gamma — Theta — Vega — Open interest 200 Model this call Put · $20 In the money Last — Breakeven — Implied vol 435.2% Delta -0.759 ≈76% ITM Gamma 0.062 Theta -0.027 Vega 0.004 Open interest 0 Model this put
0	—	—	—	—		$17.84	-0.871	373.4%	2	0
Call · $22.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $22.5 In the money Last $17.84 Breakeven $4.66 Implied vol 373.4% Delta -0.871 ≈87% ITM Gamma 0.05 Theta -0.015 Vega 0.002 Open interest 0 Model this put
0	—	—	—	—		—	-0.766	473.1%	—	0
Call · $25 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $25 In the money Last — Breakeven — Implied vol 473.1% Delta -0.766 ≈77% ITM Gamma 0.056 Theta -0.029 Vega 0.004 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 1714174 CUSIP G17977110 13F (30d) 33 filings 33 filers Visit website Investor relations