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 29-Nov-19 to 05-Dec-19
Symbol : NIFTY, Expiry : 12-Dec-19, Date : 05-Dec-19
Option Type Strike Open Interest Premium Change Average Change
1st Max. OI CALL 12,100.00 1,326,750 -55.30

-31.97
2nd Max. OI CALL 12,200.00 943,575 -36.70
3rd Max. OI CALL 12,500.00 883,500 -3.90
1st Max. OI PUT 12,000.00 1,189,950 -13.85

-11.67
2nd Max. OI PUT 11,900.00 1,128,150 -16.75
3rd Max. OI PUT 11,500.00 906,825 -4.40
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: