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

Underlying

$242.10

DTE

5d

2026-09-18

P/C Vol

0.49

P/C OI

0.20

ATM IV

19.8%

IV Skew

0.2%

25Δ put − call

Max Pain

$235

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
—	1	0.0%	1.00	—	-0.03	—	0.00/0.00	20.64	205.00	1.50	0.00/2.00	0.03	-0.23	0.0038	-0.04	86.5%	1	13
2	1	82.2%	0.94	0.0053	-0.31	0.03	30.70/33.40	36.62	210.00	2.70	0.00/0.00	0.00	-0.00	0.0000	-0.00	25.0%	1	—
—	—	0.0%	1.00	—	-0.03	—	0.00/0.00	15.06	215.00	2.21	0.00/2.00	0.03	-0.22	0.0062	-0.06	66.9%	1	2
7	1	63.2%	0.91	0.0091	-0.32	0.05	21.80/23.50	22.57	220.00	2.04	0.00/0.75	0.03	-0.17	0.0075	-0.06	52.7%	2	4
8	1	51.3%	0.90	0.0124	-0.29	0.05	15.70/18.40	17.78	225.00	0.43	0.00/0.75	0.04	-0.16	0.0108	-0.07	43.3%	1	9
11	2	42.8%	0.86	0.0187	-0.30	0.06	11.00/13.60	19.97	230.00	0.90	0.00/0.75	0.05	-0.15	0.0171	-0.09	33.6%	2	14
8	1	36.8%	0.77	0.0294	-0.34	0.09	6.00/9.20	6.81	235.00	0.65	0.10/0.75	0.06	-0.14	0.0320	-0.13	23.4%	2	44
12	1	22.0%	0.65	0.0596	-0.25	0.11	2.65/4.10	3.70	240.00	1.20	0.20/1.45	0.10	-0.17	0.0717	-0.32	17.7%	1	7
28	11	22.1%	0.34	0.0582	-0.24	0.10	0.25/1.75	0.99	245.00	3.20	2.05/4.90	0.10	-0.23	0.0542	-0.65	24.1%	4	14
210	4	18.2%	0.07	0.0264	-0.07	0.04	0.00/0.30	0.15	250.00	4.45	6.60/9.60	0.08	-0.26	0.0308	-0.78	33.9%	—	—
215	10	33.4%	0.10	0.0183	-0.17	0.05	0.00/0.75	0.50	255.00	—	—	—	—	—	—	—	—	—
70	1	41.6%	0.08	0.0122	-0.17	0.04	0.00/0.75	0.28	260.00	—	—	—	—	—	—	—	—	—
33	2	49.3%	0.06	0.0089	-0.18	0.04	0.00/0.75	0.10	265.00	—	—	—	—	—	—	—	—	—
1	—	54.7%	0.03	0.0039	-0.09	0.02	0.00/0.75	0.15	275.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-09-18 · 5d · σ = 19.8%

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).