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 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: