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 17-Jan-20 to 23-Jan-20

Symbol : NIFTY, Expiry : 30-Jan-20, Date : 23-Jan-20
Option Type	Strike	Open Interest	Premium Change	Average Change
1st Max. OI CALL	12,500.00	3,541,425	-38.00	-98.68
2nd Max. OI CALL	12,300.00	3,279,600	-111.90
3rd Max. OI CALL	12,200.00	3,156,600	-146.15
1st Max. OI PUT	12,000.00	4,136,925	4.05	12.30
2nd Max. OI PUT	11,500.00	2,919,825	-2.20
3rd Max. OI PUT	12,200.00	2,757,075	35.05

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: