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Sir in nifty eod analysis we take 3 to 4 days data or above of weekly expiry to do premium decay analysis,then sir if we want to trade next day in index to ham wahi premium decay use karenge ya ham usme jo live market m premiums hain wo bhi add karenge actually m jab live market ke premiums ko add karta hun to
eod ke waqt jo premium decay ki thi wo hardly change ho ya fir intraday m jo premium decay dikh raha h only wo consider karen for intraday purpose only
Please your words r very imp.
And one more thing sir agar puts ke premium kafi high hote hain to yahan 2 case hote hain
1- put writers ko dar h ki market yahan se niche ja sakta h
2- wahan put writing continuous ho ri h isliye wo high premiums par apna mal put buyers ko chipka rahe hain isliye premiums high hain.
Dono hi case contradictory hain
For conclusion, you need smart money data, IV, OI and Volume data. We cannot conclude just based on premium.
Premium decay is relative…Next day you should start fresh…As the option greeks will change next day.