BN Options Chain — IV, Greeks, Max Pain | Bossblog

Underlying

$40.42

DTE

14d

2026-09-18

P/C Vol

1.14

P/C OI

0.66

ATM IV

28.8%

IV Skew

29.3%

25Δ put − call

Max Pain

$43

Expiry

CALLS									Strike	PUTS
OI	Vol	IV	Δ	Γ	Θ	V	Bid/Ask	Last	Strike	Last	Bid/Ask	V	Θ	Γ	Δ	IV	Vol	OI
9	7	91.8%	0.82	0.0366	-0.07	0.02	4.70/6.30	5.99	35.00	0.05	0.00/1.15	0.02	-0.05	0.0380	-0.15	77.5%	1	11
—	—	—	—	—	—	—	—	—	36.00	0.06	0.00/0.30	0.02	-0.03	0.0472	-0.12	53.3%	58	3
5	5	69.6%	0.77	0.0555	-0.06	0.02	2.30/4.30	4.72	37.00	0.15	0.00/0.25	0.02	-0.02	0.0628	-0.13	41.7%	60	7
—	—	—	—	—	—	—	—	—	38.00	0.24	0.00/0.75	0.03	-0.05	0.0759	-0.25	53.4%	2	54
—	—	—	—	—	—	—	—	—	39.00	0.40	0.25/0.60	0.03	-0.03	0.1177	-0.29	36.6%	1.3k	76
13	3	28.4%	0.60	0.1720	-0.03	0.03	0.30/1.15	1.05	40.00	0.64	0.55/0.75	0.03	-0.03	0.1682	-0.40	29.1%	1.3k	623
5	7	57.0%	0.48	0.0882	-0.07	0.03	0.45/1.60	0.55	41.00	1.15	0.50/1.80	0.03	-0.05	0.1107	-0.54	45.3%	3	280
104	53	24.1%	0.23	0.1575	-0.02	0.02	0.05/0.25	0.25	42.00	1.81	1.75/2.90	0.03	-0.06	0.0808	-0.60	60.4%	91	473
725	1	27.1%	0.13	0.1008	-0.02	0.02	0.00/0.15	0.10	43.00	2.66	2.60/3.00	0.02	-0.03	0.0972	-0.77	39.5%	200	1.6k
1.6k	1.3k	30.4%	0.09	0.0651	-0.01	0.01	0.00/0.10	0.05	44.00	3.76	3.30/4.00	0.02	-0.03	0.0741	-0.80	47.5%	9	204
198	2	36.2%	0.07	0.0484	-0.01	0.01	0.00/0.10	0.07	45.00	4.92	4.40/5.70	0.02	-0.04	0.0595	-0.81	57.0%	3	17
150	1	67.8%	0.19	0.0498	-0.05	0.02	0.00/1.10	0.05	46.00	4.30	5.00/6.80	0.02	-0.03	0.0488	-0.86	56.5%	3	1
2.1k	1.3k	75.7%	0.18	0.0431	-0.06	0.02	0.00/1.15	0.13	47.00	5.75	5.40/7.60	0.02	-0.08	0.0414	-0.76	94.3%	3	1
32	15	82.2%	0.16	0.0381	-0.06	0.02	0.00/1.15	0.55	48.00	6.30	7.10/8.60	0.01	-0.03	0.0347	-0.90	65.6%	2	1

Greeks Profile

2026-09-18 · 14d · σ = 28.8%

Side

Greek

Synthetic strikes from −30% to +30% of spot. Greeks computed from ATM IV via Black-Scholes-Merton. Calls approach 1 deep ITM, 0 deep OTM. Puts mirror to (−1, 0).