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Options · 15-min delayed

VRT

Options · 15-min delayed

VRT

Underlying

$257.08

DTE

2026-09-04

P/C Vol

1.47

P/C OI

0.70

ATM IV

50.6%

IV Skew

-1.4%

25Δ put − call

Max Pain

$268

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
27	1	63.1%	0.94	0.0063	-0.25	0.04	25.80/28.10	35.20	230.00	—	—	—	—	—	—	—	—	—
45	32	68.2%	0.88	0.0098	-0.44	0.06	21.10/24.20	22.21	235.00	—	—	—	—	—	—	—	—	—
—	—	—	—	—	—	—	—	—	237.50	1.13	0.99/1.25	0.05	-0.23	0.0101	-0.08	50.6%	32	99
26	24	56.9%	0.86	0.0131	-0.41	0.07	16.45/19.15	24.80	240.00	1.63	1.32/1.67	0.06	-0.29	0.0127	-0.11	50.5%	93	174
—	—	—	—	—	—	—	—	—	242.50	2.10	1.71/2.12	0.07	-0.37	0.0155	-0.16	52.0%	53	15
127	2	55.5%	0.78	0.0176	-0.51	0.09	13.00/15.20	15.20	245.00	2.65	2.33/2.72	0.08	-0.41	0.0183	-0.20	50.2%	157	206
—	10	55.1%	0.74	0.0197	-0.56	0.10	11.10/13.40	12.95	247.50	3.21	3.00/3.65	0.10	-0.48	0.0207	-0.25	51.1%	36	71
75	3	51.1%	0.69	0.0228	-0.56	0.11	10.35/11.25	11.14	250.00	4.20	3.60/4.40	0.11	-0.55	0.0222	-0.31	52.9%	132	210
66	1	51.7%	0.63	0.0242	-0.61	0.11	8.80/9.80	9.00	252.50	5.15	4.65/5.40	0.11	-0.56	0.0248	-0.36	50.3%	18	81
41	5	50.6%	0.57	0.0258	-0.62	0.12	7.50/9.00	8.50	255.00	6.03	5.65/6.35	0.12	-0.60	0.0251	-0.43	51.9%	284	118
25	54	50.2%	0.50	0.0264	-0.62	0.12	6.20/7.65	6.45	257.50	7.53	7.05/7.85	0.12	-0.59	0.0260	-0.49	50.9%	67	65
88	136	50.7%	0.44	0.0259	-0.62	0.12	5.10/6.65	5.40	260.00	8.82	8.25/9.20	0.12	-0.58	0.0261	-0.56	50.2%	290	306
22	123	51.5%	0.38	0.0246	-0.60	0.11	4.25/5.00	4.80	262.50	10.40	9.70/10.85	0.11	-0.56	0.0250	-0.62	50.5%	91	17
138	58	50.5%	0.32	0.0235	-0.55	0.11	3.50/4.00	3.36	265.00	11.96	10.70/12.65	0.11	-0.59	0.0217	-0.66	56.0%	72	91
46	30	52.1%	0.27	0.0211	-0.53	0.10	2.91/3.45	3.04	267.50	13.00	13.10/14.90	0.10	-0.51	0.0209	-0.73	53.1%	12	55
423	452	51.6%	0.22	0.0191	-0.47	0.09	2.35/2.75	2.45	270.00	15.30	14.80/17.05	0.09	-0.47	0.0188	-0.77	53.8%	60	88
229	311	50.6%	0.17	0.0168	-0.39	0.08	1.84/2.37	1.93	272.50	16.55	16.85/19.50	0.08	-0.45	0.0165	-0.80	56.6%	3	25
630	120	51.1%	0.14	0.0144	-0.34	0.07	1.49/1.93	1.60	275.00	20.50	18.50/21.50	0.07	-0.37	0.0145	-0.84	54.9%	13	127

Greeks Profile

2026-09-04 · 5d · σ = 50.6%

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).

Underlying

$257.08

DTE

2026-09-04

P/C Vol

1.47

P/C OI

0.70

ATM IV

50.6%

IV Skew

-1.4%

25Δ put − call

Max Pain

$268

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
27	1	63.1%	0.94	0.0063	-0.25	0.04	25.80/28.10	35.20	230.00	—	—	—	—	—	—	—	—	—
45	32	68.2%	0.88	0.0098	-0.44	0.06	21.10/24.20	22.21	235.00	—	—	—	—	—	—	—	—	—
—	—	—	—	—	—	—	—	—	237.50	1.13	0.99/1.25	0.05	-0.23	0.0101	-0.08	50.6%	32	99
26	24	56.9%	0.86	0.0131	-0.41	0.07	16.45/19.15	24.80	240.00	1.63	1.32/1.67	0.06	-0.29	0.0127	-0.11	50.5%	93	174
—	—	—	—	—	—	—	—	—	242.50	2.10	1.71/2.12	0.07	-0.37	0.0155	-0.16	52.0%	53	15
127	2	55.5%	0.78	0.0176	-0.51	0.09	13.00/15.20	15.20	245.00	2.65	2.33/2.72	0.08	-0.41	0.0183	-0.20	50.2%	157	206
—	10	55.1%	0.74	0.0197	-0.56	0.10	11.10/13.40	12.95	247.50	3.21	3.00/3.65	0.10	-0.48	0.0207	-0.25	51.1%	36	71
75	3	51.1%	0.69	0.0228	-0.56	0.11	10.35/11.25	11.14	250.00	4.20	3.60/4.40	0.11	-0.55	0.0222	-0.31	52.9%	132	210
66	1	51.7%	0.63	0.0242	-0.61	0.11	8.80/9.80	9.00	252.50	5.15	4.65/5.40	0.11	-0.56	0.0248	-0.36	50.3%	18	81
41	5	50.6%	0.57	0.0258	-0.62	0.12	7.50/9.00	8.50	255.00	6.03	5.65/6.35	0.12	-0.60	0.0251	-0.43	51.9%	284	118
25	54	50.2%	0.50	0.0264	-0.62	0.12	6.20/7.65	6.45	257.50	7.53	7.05/7.85	0.12	-0.59	0.0260	-0.49	50.9%	67	65
88	136	50.7%	0.44	0.0259	-0.62	0.12	5.10/6.65	5.40	260.00	8.82	8.25/9.20	0.12	-0.58	0.0261	-0.56	50.2%	290	306
22	123	51.5%	0.38	0.0246	-0.60	0.11	4.25/5.00	4.80	262.50	10.40	9.70/10.85	0.11	-0.56	0.0250	-0.62	50.5%	91	17
138	58	50.5%	0.32	0.0235	-0.55	0.11	3.50/4.00	3.36	265.00	11.96	10.70/12.65	0.11	-0.59	0.0217	-0.66	56.0%	72	91
46	30	52.1%	0.27	0.0211	-0.53	0.10	2.91/3.45	3.04	267.50	13.00	13.10/14.90	0.10	-0.51	0.0209	-0.73	53.1%	12	55
423	452	51.6%	0.22	0.0191	-0.47	0.09	2.35/2.75	2.45	270.00	15.30	14.80/17.05	0.09	-0.47	0.0188	-0.77	53.8%	60	88
229	311	50.6%	0.17	0.0168	-0.39	0.08	1.84/2.37	1.93	272.50	16.55	16.85/19.50	0.08	-0.45	0.0165	-0.80	56.6%	3	25
630	120	51.1%	0.14	0.0144	-0.34	0.07	1.49/1.93	1.60	275.00	20.50	18.50/21.50	0.07	-0.37	0.0145	-0.84	54.9%	13	127

Greeks Profile

2026-09-04 · 5d · σ = 50.6%

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).