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

Underlying

$164.85

DTE

13d

2026-09-18

P/C Vol

6.13

P/C OI

1.53

ATM IV

54.3%

IV Skew

7.3%

25Δ put − call

Max Pain

$165

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
—	—	—	—	—	—	—	—	—	135.00	1.20	0.00/2.35	0.05	-0.14	0.0060	-0.08	81.1%	—	3
1	—	50.2%	0.96	0.0052	-0.06	0.03	23.20/27.10	24.70	140.00	0.90	0.00/2.30	0.05	-0.14	0.0077	-0.09	69.4%	2	8
—	—	—	—	—	—	—	—	—	145.00	1.58	0.00/2.80	0.06	-0.15	0.0104	-0.12	62.0%	45	50
—	—	—	—	—	—	—	—	—	150.00	2.10	0.00/2.50	0.09	-0.20	0.0140	-0.19	63.3%	1	103
1	—	64.3%	0.72	0.0168	-0.27	0.10	9.90/13.90	17.00	155.00	3.37	0.85/4.10	0.11	-0.26	0.0167	-0.28	64.8%	13	25
1	—	57.7%	0.63	0.0209	-0.27	0.12	6.30/10.00	12.00	160.00	7.08	1.95/5.70	0.12	-0.27	0.0195	-0.37	62.2%	2.0k	2.2k
26	2	54.2%	0.52	0.0236	-0.27	0.12	3.70/6.90	5.23	165.00	8.05	3.70/7.10	0.12	-0.25	0.0235	-0.48	54.5%	1.9k	1.3k
60	25	54.9%	0.41	0.0227	-0.26	0.12	1.35/4.90	6.12	170.00	6.80	6.70/9.90	0.12	-0.24	0.0232	-0.59	53.7%	2	2
4	2	57.5%	0.31	0.0199	-0.25	0.11	0.00/3.60	2.15	175.00	17.50	6.70/10.30	0.03	-0.01	0.0189	-0.94	19.1%	—	2
10	1	43.5%	0.16	0.0177	-0.13	0.07	0.55/1.15	1.00	180.00	14.30	14.10/17.90	0.10	-0.21	0.0166	-0.76	60.9%	3	4
45	41	53.1%	0.14	0.0134	-0.14	0.07	0.00/2.45	3.10	185.00	—	—	—	—	—	—	—	—	—
19	15	60.8%	0.12	0.0107	-0.15	0.06	0.10/2.30	2.25	190.00	—	—	—	—	—	—	—	—	—
17	2	66.7%	0.10	0.0087	-0.15	0.06	0.00/2.20	1.48	195.00	—	—	—	—	—	—	—	—	—
22	20	73.3%	0.09	0.0074	-0.15	0.05	0.00/2.15	1.50	200.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-09-18 · 13d · σ = 54.3%

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).