Option Decay Analysis

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 09-Aug-19 to 19-Aug-19
Symbol : NIFTY, Expiry : 22-Aug-19, Date : 19-Aug-19
Option Type Strike Open Interest Premium Change Average Change
1st Max. OI CALL 11,100.00 1,528,500 -76.70

2nd Max. OI CALL 11,300.00 1,479,225 -40.90
3rd Max. OI CALL 11,200.00 1,447,575 -59.50
1st Max. OI PUT 11,000.00 1,700,175 -27.25

2nd Max. OI PUT 10,900.00 1,393,125 -27.25
3rd Max. OI PUT 10,700.00 1,106,400 -14.95
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) :