sir,suppose nifty is at 9050,and 9100ce and 9000pe are such strike price which is having one of 3 strike price having highest oi….in their call and put segment….so in premium decay calculation for intraday do u consider this 9100ce and 9000pe as otm strike price or atm strike price?..if no than for intraday how much strike price band do you consider as atm for premium decay calculation in intraday
ATM has nothing to do with premium decay…Premium decay logic consider premium of top 3 Strike price on both sides and then check the ROC between call and put side.
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