Straddle Chain
Using the straddle chain approach, an investor takes positions in both a call and a put with the same strike price and maturity date.
Strike CE LTP CE
Decay
PE LTP PE
Decay
Straddle
Price
Net
Delta
Net
Vega
Decay
Decay means, How many points decay today.

+Decay = (Off) Decay Point / (On) Premium increase
- Decay = (Off) Premium increase / (On) Decay Point
10min
Decay
10min Decay means, How many points decay last 10min.

10min Decay = Current Decay - Last 10min Decay
CE OI PE OI OI
PE - CE
CE OI
Chg.
PE OI
Chg.
Chg.
PE - CE
15:29

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