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 18-Sep-20 to 24-Sep-20
Symbol : NIFTY, Expiry : 01-Oct-20, Date : 24-Sep-20
Option Type Strike Open Interest Premium Change Average Change
1st Max. OI CALL 12,000.00 2,725,425 -8.35

-277.37
2nd Max. OI CALL 11,000.00 2,068,275 -464.80
3rd Max. OI CALL 11,200.00 1,746,525 -358.95
1st Max. OI PUT 10,000.00 1,182,000 3.30

88.92
2nd Max. OI PUT 10,900.00 1,164,825 152.80
3rd Max. OI PUT 10,800.00 1,143,825 110.65
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: