Option Decay Analysis

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 31-Mar-20 to 08-Apr-20
Symbol : NIFTY, Expiry : 09-Apr-20, Date : 08-Apr-20
Option Type Strike Open Interest Premium Change Average Change
1st Max. OI CALL 9,000.00 1,572,750 -106.60

2nd Max. OI CALL 9,500.00 1,485,225 -24.65
3rd Max. OI CALL 9,200.00 870,675 -66.85
1st Max. OI PUT 8,000.00 1,867,200 -133.10

2nd Max. OI PUT 8,500.00 1,470,900 -239.10
3rd Max. OI PUT 8,700.00 1,191,525 -265.60
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) :