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 27-Nov-20 to 04-Dec-20
Symbol : NIFTY, Expiry : 10-Dec-20, Date : 04-Dec-20
Option Type Strike Open Interest Premium Change Average Change
1st Max. OI CALL 13,500.00 2,613,675 -7.20

19.62
2nd Max. OI CALL 13,200.00 2,155,125 47.65
3rd Max. OI CALL 13,300.00 2,083,950 18.40
1st Max. OI PUT 13,100.00 3,035,550 -186.05

-185.28
2nd Max. OI PUT 13,200.00 3,024,000 -219.80
3rd Max. OI PUT 13,000.00 2,752,725 -150.00
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: