Markets
Buyer's cost

What buying premium costs you today

Not which way it goes — what the move has to beat
Context · not a trade call

What you are carrying

Contract
Nifty 22,500 call · expires Tue 13 Oct
Price now
₹137.50 · one lot (65) ₹8,938
22,500 put, same expiry
₹75.90 · one lot ₹4,934
Of the call's price, time value
₹117.05 (85%) — all of it gone by expiry
Time costs one lot
₹78 an hour
Time to expiry
2.4 days

Every cost on this page is the cost of holding this at-the-money call. The put at the same strike decays at about the same rate.

0.9%
of the premium, per hour
What the at-the-money call above loses to time alone in the next hour, with the index standing perfectly still.
₹1.20
per hour
2
Nifty pts to pay for the hour
85%
of price is time
22,500
ATM strike

Is premium cheap or dear?

26th
percentile of its own recent range
cheapdear
Middling

Premium is neither notably cheap nor notably dear against its own recent range.

—
1 month
—
3 months
—
1 year

NIFTY's own ATM IV, ranked against prior sessions · 1000 readings · same read as Home

Futures carry

Nifty futures
22,622.3
Over spot
+101.8 pts (+0.45%) — a premium

A futures buyer pays this much over spot to hold Nifty until expiry instead of buying the stocks. It shrinks to zero by expiry day.

Shadow reads scores nothing

Decay pressure
time-decay hedging concentrates at 22,300
Volume nodes
no strike carried both volume and a price yet
Other index
no primary direction to check against
Dealer vanna
off — reads a far-dated chain, so it costs a Dhan call. Set BUYER_SHADOW_VANNA=1 to enable.

Four signals this repo had built and never connected, now computed every cycle from the chain already in hand. They are logged and shown, never scored — no gate reads them and no confluence count includes them. Promotion to a scoring role needs a backtest against real outcomes first, which is the discipline that built the fade-mode strategy, measured it at 30% over 23 sessions, and switched it off on that evidence.

The rest of the picture

This page is deliberately about COST, not direction. On 28 Aug the desks' entries were close to a coin flip (51.0% across 51 closed trades) and the money left through the clock: 24 of those exits were the time running out, at a mean of −1.87%, while the four that reached target averaged +18.70%. Direction was not the weak half.

Nothing here is assumed. An IV percentile with too little history reports unknown rather than the 50th percentile, and a decay figure without a readable expiry is left absent rather than modelled from a guess.