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 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: