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 23-Feb-21 to 01-Mar-21

Symbol : NIFTY, Expiry : 04-Mar-21, Date : 01-Mar-21
Option Type	Strike	Open Interest	Premium Change	Average Change
1st Max. OI CALL	15,000.00	3,653,700	0.00	0.00
2nd Max. OI CALL	16,000.00	3,207,075	0.00
3rd Max. OI CALL	15,500.00	3,130,950	0.00
1st Max. OI PUT	14,500.00	2,129,025	0.00	0.00
2nd Max. OI PUT	14,000.00	1,982,400	0.00
3rd Max. OI PUT	14,700.00	1,862,325	0.00

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: