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 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	-66.03
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	-212.60
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) :

ATM CALL IV :

ATM PUT IV: