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 14-Oct-19 to 18-Oct-19
Symbol : NIFTY, Expiry : 24-Oct-19, Date : 18-Oct-19
Option Type Strike Open Interest Premium Change Average Change
1st Max. OI CALL 11,700.00 1,089,300 44.95

22.27
2nd Max. OI CALL 11,800.00 1,076,625 20.15
3rd Max. OI CALL 12,000.00 1,018,350 1.70
1st Max. OI PUT 11,500.00 1,599,150 -198.80

-183.62
2nd Max. OI PUT 11,600.00 1,543,950 -248.25
3rd Max. OI PUT 11,300.00 1,223,175 -103.80
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: