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 26-Jul-21 to 30-Jul-21
Symbol : NIFTY, Expiry : 05-Aug-21, Date : 30-Jul-21
Option Type Strike Open Interest Premium Change Average Change
1st Max. OI CALL 15,900.00 4,308,300 -59.05

-56.95
2nd Max. OI CALL 15,800.00 4,119,300 -73.10
3rd Max. OI CALL 16,000.00 3,180,700 -38.70
1st Max. OI PUT 15,700.00 2,720,300 -6.90

-5.02
2nd Max. OI PUT 15,800.00 2,595,800 2.80
3rd Max. OI PUT 15,500.00 2,139,550 -10.95
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: