[Nitin Bhatia]

Which is the best time frame for premium decay analysis during intraday?

[Nitin Bhatia]

I Have also same query for intraday from which time to record data e.g from 9:30 or consider from starting of the option chain.i have a recorded data of every 15 min of the option chain so every 15 min i have to minus present value from past value and taking average of the whole decay value.

[Nitin Bhatia]

it would be better if you take moving average of Iv and premium decays. suppose if you take last 5 interval moving averages then it will not dependent on what was its value in morning as time will pass the values will be relevant with current time. for intraday if you are taking 15 mins or 5 mins time then tou should have premium decay at real time. Also, if you have seen recent live streaming, Sir told the way of calculation of premium decay different than what was mentioned in earlier videos.

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