Option Decay Analysis

Symbol:
 
Option Decay Analysis shows change in Option premium for top 3 CALLs & PUTs strikes with maximum Open Interest. Change is calculated for the last 5 working days i.e. from 29-Jun-20 to 03-Jul-20
Symbol : NIFTY, Expiry : 09-Jul-20, Date : 03-Jul-20
Option Type Strike Open Interest Premium Change Average Change
1st Max. OI CALL 11,000.00 2,772,450 -2.25

23.17
2nd Max. OI CALL 10,600.00 2,438,925 47.35
3rd Max. OI CALL 10,700.00 1,940,025 24.40
1st Max. OI PUT 10,400.00 2,333,250 -199.45

-173.53
2nd Max. OI PUT 10,000.00 2,027,925 -83.65
3rd Max. OI PUT 10,500.00 1,982,700 -237.50
If Premium change of any strike is 0 (zero), that means there is no enough volume & hence that strike is not considered in calculating average.

Please enter NIFTY Current Market Price, ATM CALL IV & ATM PUT IV of selected expiry (from NSE Option Chain) to predict probability of SPOT to touch respective strikes.
Current Market Price (Spot) :
ATM CALL IV :
ATM PUT IV: