[gangarrajan]

Dear Nitinji, many of us are having doubts in premium decay analysis excel

1. In analysing decay from EOD data ( i am trying to use it with last 5 days data with top 3 strikes), which premium values to consider ? Top three from the OTM contracts or all values from OTM ?
2. How should be order to subtract those values? Date wise ?
3. I get really confused when OTM turns to ITM and vice-versa.

Would it possible to have another video clarifying all doubts from the subscribers with actual values as per option chain ?

Regards
Rajan

[Author]

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