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 17-Jan-20 to 23-Jan-20
Symbol : NIFTY, Expiry : 30-Jan-20, Date : 23-Jan-20
Option Type Strike Open Interest Premium Change Average Change
1st Max. OI CALL 12,500.00 3,541,425 -38.00

-98.68
2nd Max. OI CALL 12,300.00 3,279,600 -111.90
3rd Max. OI CALL 12,200.00 3,156,600 -146.15
1st Max. OI PUT 12,000.00 4,136,925 4.05

12.30
2nd Max. OI PUT 11,500.00 2,919,825 -2.20
3rd Max. OI PUT 12,200.00 2,757,075 35.05
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: