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 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: