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Options Premium Decay Chart [ILuvMarkets]

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Options Premium Decay Chart

This indicator calculates the total premium decay on the Call Side and Put Side and plots the data.

First candle of the day in the chart timeframe is ignored.

For example, for NIFTY if the range is 21750 - 22250, all Call premiums and Put premiums in this range are considered including OTM/ATM/ITM.

Maximum of 20 strikes between the range are considered.
Release Notes
Added CE/PE % Labels to the chart
Release Notes
Added support for SENSEX and BANKEX

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