thetaOwl

BURL

Burlington Stores, Inc.Close $313.18EOD only
Max Pain
$335.00
Next expiry Jul 10, 2026
Expected Move
±$7.30
2.3% from close
Price Gap
+21.82
Distance to max pain
IV Rank
12
Low premium
P/C OI
4.55
Slightly put-heavy
Consensus
No reports available
Published snapshot: Jul 2, 2026 close
End-of-day snapshot

This page reflects BURL options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Jul 2, 2026 close
BURL Options Chain
Data as of market close Jul 2, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 8)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
280.0067.3031.2035.900.001175.3%0.8720.0064-0.5170.0910.046
285.0055.5126.6031.200.001069.7%0.8490.0077-0.5330.1010.045
300.0046.7113.0017.500.003352.4%0.7390.0143-0.5530.1410.041
310.0038.696.0010.000.006645.2%0.5820.0199-0.5670.1690.033
325.009.300.805.000.000152.0%0.3200.0159-0.5880.1550.018
330.001.400.254.20-11.1012155.5%0.2640.0136-0.5720.1420.015
335.001.000.753.90-0.402661.3%0.2290.0114-0.5830.1310.013
337.503.200.353.200.006559.9%0.1970.0107-0.5220.1200.011
340.001.540.102.600.24101058.6%0.1680.0099-0.4620.1090.010
345.001.000.004.800.001363.2%0.1460.0084-0.4540.0990.008
350.006.700.004.800.002369.2%0.1350.0072-0.4710.0940.008
365.000.150.004.800.001112886.0%0.1110.0051-0.5100.0820.006
370.002.570.004.800.000191.2%0.1060.0046-0.5200.0790.006
375.001.400.004.800.001196.3%0.1010.0042-0.5300.0760.006
380.003.330.004.800.0001101.3%0.0960.0039-0.5390.0740.005
385.002.760.004.800.0001106.1%0.0920.0036-0.5470.0720.005
430.000.130.004.800.0028144.7%0.0700.0021-0.6020.0580.004

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
255.001.700.004.800.0055111.8%-0.0790.0030-0.5080.064-0.005
270.000.300.004.500.002386.3%-0.0950.0045-0.4490.074-0.006
275.000.210.004.800.001580.1%-0.1080.0054-0.4570.081-0.007
280.001.600.004.800.002272.2%-0.1190.0064-0.4410.086-0.008
300.001.730.753.200.03136545.0%-0.2310.0156-0.4160.132-0.014
305.004.601.204.800.0021745.2%-0.3200.0182-0.4890.155-0.020
310.004.762.506.60-0.30302144.0%-0.4160.0205-0.5150.169-0.026
315.007.875.209.40-1.531945.6%-0.5190.0201-0.5430.173-0.033
320.007.548.5011.800.004842.4%-0.6270.0206-0.4730.164-0.040
322.508.3510.5014.000.000145.5%-0.6630.0185-0.4890.158-0.042
325.0015.7012.0016.000.002547.1%-0.7000.0170-0.4800.151-0.045
330.005.4016.0020.400.000251.5%-0.7540.0141-0.4720.137-0.049
335.008.3120.6024.500.0014852.5%-0.8100.0119-0.4080.118-0.053
345.0016.0029.7034.500.0020065.6%-0.8440.0084-0.4520.104-0.057
347.5012.7032.4036.500.0001064.3%-0.8680.0077-0.3900.093-0.059
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.