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 20-Sep-21 to 24-Sep-21
Symbol : NIFTY, Expiry : 30-Sep-21, Date : 24-Sep-21
Option Type Strike Open Interest Premium Change Average Change
1st Max. OI CALL 18,500.00 5,612,650 -2.90

35.23
2nd Max. OI CALL 18,000.00 5,340,975 39.65
3rd Max. OI CALL 17,900.00 3,446,600 68.95
1st Max. OI PUT 17,000.00 4,819,750 -67.00

-100.23
2nd Max. OI PUT 16,500.00 3,812,875 -25.10
3rd Max. OI PUT 17,500.00 3,745,600 -208.60
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: