Premium

Current Market 10000 PE 10200 PE 10400PE 10500 PE 10600PE 10700 PE 10800 PE 10800CE
10000
10050
10100
10150
10200
10250
10300
10350
10400
10450
10500 55 95.8
10550 26.95 47.5 117.3
10600
10650 35.95 62.85 140
10700 23.9 41 95
10750 10.5 17 31.5 44.65 64 114
10800 8.4 12.45 23.6 33.35 47.6 70.25 102.55 119.95
10850 5.85 8.25 19.65 29.5 44 66.9 99.74
10900 4 5.45 10.75 15.4 22 33 52.2
10950 3.4 3.8 7.9 10.65 15.35 23.85 39.3
11000 2.1 2.35 3.95 5.8 8.4 13.55 24.1
11050
11100
11150
11200
11250
11300
11350
11400
11450
11500
11550
11600
11650
11700
11750
11800
11850
11900
11950
12000
mium
10900CE 11000 CE 11100 CE 11200 CE 11500 CE 12000 CE 10000 PE 10200 PE 10400pe

27.95 17.45 10.95 4 1.4

20.05 12.25 7.65 3.1 1.7 -28.05 -48.3

42.5 26 15.6 3.75 1.35 9 15.35

71 45.55 27.65 5.7 135 -12.05 -21.85
70 41.65 23.8 13.3 2.8 1.65 -13.4 -24
71.4 40.85 20.8 9.7 1.9 1.3 -2.1 -4.55 -7.9
70.05 38.45 16.75 8.1 1.55 1.3 -2.55 -4.2 -3.95
97.05 51.7 23.75 9.5 1.8 0.9 -1.85 -2.8
41.15 28.45 11.85 1.4 0.8 -0.6 -1.65 -2.85
69 29.45 9.6 0.85 0.6 -1.3 -1.45 -3.95
 DECAY
10500 PE 10600pe 10700 PE 10800 PE 10800ce 10900ce 11000 CE 11100 CE 11200 CE

7.9 5.2 3.3

-22.45 -13.75 -7.95

22.7 -28.5 -19.55 -12.05

-45 29.35 21.75 14.35
-50.35 -5.95 -1.4 0.8 3 3.6
25.6 -16.4 1.35 2.4 4.05 1.6
-3.85 -3.6 -3.35 -2.81 -27 -13.25 -7 -1.4
-14.1 -33.9 -47.54 10.55 -4.7 -2.35
-4.75 -6.65 -9.15 -12.9 -27.85 -1 2.25
-4.85 -6.95 -10.3 -15.2
11500 CE 12000 CE

0.9 -0.3
-0.65 0.35

-1.95 -133.65
2.9 133.35
0.9 0.35
0.35 0
-0.25 0.4 put -9.722619
0.4 0.1 call -1.647959
0.55 0.2
 Premium
Current Market 10000 PE 10200 PE 10500 PE 10700 PE 10800 PE 11000 CE 11100 CE 11200 CE
10000
10050
10100
10150
10200
10250
10300
10350
10400
10450
10500 55 95.8 27.95 17.45 10.95
10550 26.95 47.5 117.3 20.05 12.25 7.65
10600
10650 35.95 62.85 140 42.5 26 15.6
10700 23.9 41 95 71 45.55 27.65
10750 10.5 17 44.65 41.65 23.8 13.3
10800 8.4 12.45 33.35 70.25 102.55 40.85 20.8 9.7
10850 5.85 8.25 29.5 66.9 99.74 38.45 16.75 8.1
10900 4 5.45 15.4 33 52.2 51.7 23.75 9.5
10950 3.4 3.8 10.65 23.85 39.3 41.15 28.45 11.85
11000 2.1 2.35 5.8 13.55 24.1 69 29.45 9.6
11050
11100
11150
11200
11250
11300
11350
11400
11450
11500
11550
11600
11650
11700
11750
11800
11850
11900
11950
12000
 DECAY
11500 CE 12000 CE 10000 PE 10200 PE 10500 PE 10700 PE 10800 PE 11000 CE 11100 CE

4 1.4 7.9 5.2

3.1 1.7 -28.05 -48.3 -22.45 -13.75

3.75 1.35 9 15.35 22.7 -28.5 -19.55

5.7 135 -12.05 -21.85 -45 29.35 21.75
2.8 1.65 -13.4 -24 -50.35 0.8 3
1.9 1.3 -2.1 -4.55 -11.3 2.4 4.05
1.55 1.3 -2.55 -4.2 -3.85 -3.35 -2.81 -13.25 -7
1.8 0.9 -1.85 -2.8 -14.1 -33.9 -47.54 10.55 -4.7
1.4 0.8 -0.6 -1.65 -4.75 -9.15 -12.9 -27.85 -1
0.85 0.6 -1.3 -1.45 -4.85 -10.3 -15.2
11200 CE 11500 CE 12000 CE

3.3 0.9 -0.3

-7.95 -0.65 0.35

-12.05 -1.95 -133.65

14.35 2.9 133.35
3.6 0.9 0.35
1.6 0.35 0
-1.4 -0.25 0.4 put -11.55882
-2.35 0.4 0.1 call -1.061111
2.25 0.55 0.2
 Premium
90PE 95PE 100PE 105PE 110 115 120 125 90PE
90
95
100
105 0.15 0.35 0.75 0.8 0.35 0.15 0.05
110 0.05 0.15 0.35 1.1 0.8 0.3 0.15 0.05 -0.1
115
120
125
 Decay
95PE 100PE 105PE 110 115 120 125

0 0.05 0 0 put 0.1

-0.2 -0.4 1.1 call 0.0125
 premium
75pe 77.5pe 80pe 85pe 87.5pe 90pe 85ce 90ce 95ce
75
77.5
80
82.5 0.35 0.7 1.45 1.5 0.65 0.3
85 0.15 0.4 0.6 2.1 0.85 0.35
87.5 0.1 0.2 0.25 1.15 0.45
90
92.5 0.1 0.1 0.15 0.75 1.3 2.35 1.2
95
97.5
100
 decay
100ce 75pe 77.5pe 80pe 85pe 87.5pe 90pe 85ce 90ce 95ce

-0.6 -0.2 -0.05

-0.2 -0.3 -0.85 -0.3 -0.1
-0.05 -0.2 -0.35
-0.75
0.55 0 -0.1 -0.1
100ce

put -0.238888889
call -0.333333333
 premium decay
75pe 77.5pe 80pe 85ce 90ce 95ce 75pe 77.5pe 80pe
75
77.5
80
82.5 0.35 0.7 1.45 1.5 0.65 0.3
85 0.15 0.4 0.6 2.1 0.85 0.35 -0.2 -0.3 -0.85
87.5 0.1 0.2 0.25 1.15 0.45 -0.05 -0.2 -0.35
90
92.5 0.1 0.1 0.15 1.2 0 -0.1 -0.1
95
97.5
100
decay
85ce 90ce 95ce

-0.6 -0.2 -0.05 put -0.238888889

-0.3 -0.1 call -0.333333333

-0.75
 Premium
Current Market 10000 PE 10200 PE 10500 PE 10700 PE 10800 PE 11000 CE 11100 CE 11200 CE
10000
10050
10100
10150
10200
10250
10300
10350
10400
10450
10500 55 95.8 27.95 17.45 10.95
10550 26.95 47.5 117.3 20.05 12.25 7.65
10600
10650 35.95 62.85 140 42.5 26 15.6
10700 23.9 41 95 71 45.55 27.65
10750 10.5 17 44.65 41.65 23.8 13.3
10800 8.4 12.45 33.35 40.85 20.8 9.7
10850 5.85 8.25 29.5 66.9 99.74 38.45 16.75 8.1
10900 17.7 30 69.74 117.1 149 134.5 91.1 74.4
10950
11000
11050
11100
11150
11200
11250
11300
11350
11400
11450
11500
11550
11600
11650
11700
11750
11800
11850
11900
11950
12000
 DECAY
11500 CE 12000 CE 10000 PE 10200 PE 10500 PE 10700 PE 10800 PE 11000 CE 11100 CE

4 1.4 7.9 5.2

3.1 1.7 -28.05 -48.3 -22.45 -13.75

3.75 1.35 9 15.35 22.7 -28.5 -19.55

5.7 135 -12.05 -21.85 -45 29.35 21.75
2.8 1.65 -13.4 -24 -50.35 0.8 3
1.9 1.3 -2.1 -4.55 -11.3 -93.65 -70.3
1.55 1.3 -2.55 -4.2 -3.85 -96.05 -74.35
12.9 2.15 11.85 21.75 40.24 50.2 49.26
11200 CE 11500 CE 12000 CE

3.3 0.9 -0.3

-7.95 -0.65 0.35

-12.05 -1.95 -133.65

14.35 2.9 133.35
3.6 0.9 0.35
-64.7 -11 -0.85
-66.3 -11.35 -0.85 put -2.327273
call -14.34857