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due to below scenario premium decay analysis confusion is high, kindly give your valuable feedback.
1) Three highest strike price on call and put side are not having equal distance from ATM. Moreover there is non linear correlation of option premium increase/decrease of different distance strike price with underlying movement. (due to difference in delta, vega of different strike price)
2) Sometime significant change in OI is at the strike price which is not considered for premium decay analysis due to not having highest OI. but due to significant change in OI, it may impact the movement of underlying.
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