10007

Premium
Current Market 10000 PE 9800 PE 9900 PE 10300 CE 10200 CE 10500 CE
9
9500
9600
9700
9800 34
9900 52.9
10000 80 25.3
10144 10100
10200 110
10300
10400
10500 70.35
10600
10700
10800
10900
PUTS 166.9 CALLS 205.65

Note
Use only OTM Contracts
1. First Check the Market range during this Expiry
2. 10000 PE , 10200 PE,10800 CE ,11000 CE selected based on the highest and 2nd highest premium
3. Top two ,three, four Strike Price can be recorded
 Decay
10000 PE 9800 PE 9900 PE 10300 CE 10200 CE 10500 CE

put
78.35 60.05
32.8 26.3
51.4 41.1
162.55 127.45
ATM put -21.66
call call -36.25
101.25 119.95
63.35 75.9
21.5 26.65
186.1 222.5 PUT PREMIUM DECAY
CALL PREMIUM DECAY

PUT PREMIUM DECAY

CALL PREMIUM DECAY

PE IV
ighest and 2nd highest premium 10000 29.21
9800 30.12
9900 29.46
Final Conclusion
PUT premium decay high , market may go UP

-4.35 -0.02606 -2.60635

-19.55 -0.09506 -9.50644

-39.45 -0.23637 -23.6369

16.85 0.081935 8.193533

CE IV
10300 24.56
10200 24.68
10500 24.76