iphone thinks it's up to date when it's not
You can always find full lists of download links within 24 hours of a release going live. 

9.0.2 is listed here - http://www.redmondpie.com/download-ios-9.0.2-links-for-iphone-ipad-ipod-touch-ipsw/

The links are to Apple's own download servers - just make sure you pick the correct version for your device.

Initiate the update from iTunes by holding the  Alt ⌥  key as you click Check for Update &amp; navigate to the file you just downloaded.