Learning only · Not investment advice · Not SEBI registered
CLOSEDNifty 5023,810.85+1.58%Sensex76,917.85+1.62%Bank Nifty55,540.05+0.98%Nifty IT32,551.60+0.34%Nifty Midcap 5016,908.30+1.14%India VIX15.72+1.44%Gold$3,940.00-0.75%Gold (₹/10g)₹1,27,198-0.75%Silver$49.78-1.86%Silver (₹/kg)₹1,60,708-1.86%Crude WTI$96.00-0.48%Brent Crude$103.45-1.26%USD / INR₹94.73-0.18%Bitcoin₹73,46,505+0.05%Ethereum₹2,17,314+0.88%Dow Jones51,764.04-0.42%S&P 5007,571.83+0.40%Nasdaq25,360.32+0.78%Nikkei 22563,081.86-0.33%Nifty 5023,810.85+1.58%Sensex76,917.85+1.62%Bank Nifty55,540.05+0.98%Nifty IT32,551.60+0.34%Nifty Midcap 5016,908.30+1.14%India VIX15.72+1.44%Gold$3,940.00-0.75%Gold (₹/10g)₹1,27,198-0.75%Silver$49.78-1.86%Silver (₹/kg)₹1,60,708-1.86%Crude WTI$96.00-0.48%Brent Crude$103.45-1.26%USD / INR₹94.73-0.18%Bitcoin₹73,46,505+0.05%Ethereum₹2,17,314+0.88%Dow Jones51,764.04-0.42%S&P 5007,571.83+0.40%Nasdaq25,360.32+0.78%Nikkei 22563,081.86-0.33%
03 · FREE TOOLS
Intrinsic & time value
Split any index option premium into intrinsic value and time value.
Intrinsic value₹100.00 · ITM
Time value₹80.00
Intrinsic value per lot₹6,500
Time value per lot₹5,200
Break-even at expiry22,680
How fast will the time value melt?
| Days left | Time value left | Option worth | Lost since today |
|---|---|---|---|
| 7 | ₹80.00 | ₹180.00 | — |
| 5 | ₹67.61 | ₹167.61 | −₹12.39 |
| 4 | ₹60.47 | ₹160.47 | −₹19.53 |
| 2 | ₹42.76 | ₹142.76 | −₹37.24 |
| 1 | ₹30.24 | ₹130.24 | −₹49.76 |
| 0 | ₹0.00 | ₹100.00 | −₹80.00 |
Approximate guide assuming the index and volatility stay put; time value is modelled as shrinking with the square root of time left.
For learning only. Excludes brokerage, taxes and slippage. Not investment advice.