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 22-Nov-21 to 26-Nov-21
Symbol : NIFTY, Expiry : 02-Dec-21, Date : 26-Nov-21
Option Type Strike Open Interest Premium Change Average Change
1st Max. OI CALL 17,500.00 5,604,950 -137.30

-125.17
2nd Max. OI CALL 18,000.00 4,807,050 -24.85
3rd Max. OI CALL 17,300.00 4,670,850 -213.35
1st Max. OI PUT 17,000.00 3,344,200 97.75

40.70
2nd Max. OI PUT 16,000.00 2,574,300 0.00
3rd Max. OI PUT 16,500.00 2,218,850 24.35
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: