Burford Capital Limited

NYSE: BUR · Real-Time Price · USD
13.40
-0.18 (-1.33%)
At close: Aug 15, 2025, 3:59 PM
12.68
-5.38%
After-hours: Aug 15, 2025, 06:18 PM EDT

BUR Delta Exposure By Expiry

The total Delta Exposure (DEX) for BUR across all expirations shows 80,009.67 net shares that market makers must hedge, with 119,215.73 from calls and 39,206.06 from puts. The put-call delta ratio of 0.33 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Dec 19, 25 with 22,585.19 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.

BUR DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 12,082.83 -6,080.17 6,002.66 0.50
Oct 17, 25 9,238.79 -15,153.18 -5,914.39 1.64
Nov 21, 25 3,228.32 -7,803.34 -4,575.02 2.42
Dec 19, 25 27,278.97 -4,693.78 22,585.19 0.17
Jan 16, 26 24,043.38 -2,915.12 21,128.26 0.12
Feb 20, 26 18,242.21 -1,056.02 17,186.19 0.06
Mar 20, 26 9,445.53 -265.74 9,179.79 0.03
Apr 17, 26 14,036.93 -768.07 13,268.86 0.05
May 15, 26 1,507.17 -131.68 1,375.49 0.09
Aug 21, 26 8.47 0 8.47 0.00
Nov 20, 26 103.13 -338.96 -235.83 3.29
Dec 18, 26 0 0 0 n/a