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 27-Nov-20 to 04-Dec-20

Symbol : NIFTY, Expiry : 10-Dec-20, Date : 04-Dec-20
Option Type	Strike	Open Interest	Premium Change	Average Change
1st Max. OI CALL	13,500.00	2,613,675	-7.20	19.62
2nd Max. OI CALL	13,200.00	2,155,125	47.65
3rd Max. OI CALL	13,300.00	2,083,950	18.40
1st Max. OI PUT	13,100.00	3,035,550	-186.05	-185.28
2nd Max. OI PUT	13,200.00	3,024,000	-219.80
3rd Max. OI PUT	13,000.00	2,752,725	-150.00

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: