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 23-Feb-21 to 01-Mar-21
Symbol : NIFTY, Expiry : 04-Mar-21, Date : 01-Mar-21
Option Type Strike Open Interest Premium Change Average Change
1st Max. OI CALL 15,000.00 3,653,700 0.00

0.00
2nd Max. OI CALL 16,000.00 3,207,075 0.00
3rd Max. OI CALL 15,500.00 3,130,950 0.00
1st Max. OI PUT 14,500.00 2,129,025 0.00

0.00
2nd Max. OI PUT 14,000.00 1,982,400 0.00
3rd Max. OI PUT 14,700.00 1,862,325 0.00
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: