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    • May 21, 2020 at 1:46 PM #228990
      Nitin Bhatia
      Keymaster

        context:Doubt considering OTM values in this decay analysis
        Hi NB Sir/ALL serious learners,

        in option chain premium analysis video of you tube example

        when market was at 10600 you have considered the premium value of the OTM where 10800ce and 11000ce as they are otm call side and highest OI built up

        at same time when market was at 10600 ——– 10000PE and 10200PE are also OTM( but didnt considered values??? …..but there are blank values??????????????premum decay example sheet
        how to consider those values
        i am confused …can any one help where iam missing the point…or my question itself is wrong

      • May 22, 2020 at 2:38 PM #283770
        Nitin Bhatia
        Keymaster

          I hardly concentrated on values in that video so can’t answer, I consider the average decay in premium and I don’t think any difficulty in that. But sir, my question is, instead of considering premium for the decay I am concentrating on Theta values of OTM contracts with highest OI and comparing them, that even worked for me also, just want to know whether doing this is right or not?

        • May 23, 2020 at 11:18 AM #285759
          Nitin Bhatia
          Keymaster

            For premium decay, I consider three OTM contracts on both PUT and Call with highest OI.

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