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 04-May-21 to 10-May-21

Symbol : NIFTY, Expiry : 12-May-21, Date : 10-May-21
Option Type	Strike	Open Interest	Premium Change	Average Change
1st Max. OI CALL	15,500.00	3,904,425	-4.65	5.95
2nd Max. OI CALL	15,200.00	3,832,500	-5.70
3rd Max. OI CALL	15,000.00	3,408,075	28.20
1st Max. OI PUT	14,500.00	3,442,950	-174.15	-234.45
2nd Max. OI PUT	14,600.00	2,976,675	-216.25
3rd Max. OI PUT	14,800.00	2,824,575	-312.95

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: