Option Decay Analysis

Symbol:

Expiry:

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	-59.03
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	-23.15
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) :

ATM CALL IV :

ATM PUT IV: