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 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: