Tradelyser Logo
Derivatives
Updated 2025-06-04·Editorial policy·Trading system

What is Premium?

Option premium is the market price of the contract — total debit or credit per lot.

Formula

Premium = Intrinsic Value + Time Value

Indian market context (NSE)

Reference levels: Nifty 50 at 24,300, Reliance Industries at ₹1,300, Bank Nifty futures at 55,000 (lot size 30). Examples below show how Premium shows up on Indian index, equity, and futures books — update to live quotes in your journal.

Nifty 50 perspective

Nifty at 24,300: weekly/monthly option chains centre on round strikes (24,000 / 24,500). Premium (Options) on ATM Nifty options shifts quickly into expiry — India VIX and event risk (RBI, budget) reprice premiums independent of spot.

Reliance Industries perspective

Reliance at ₹1,300: stock options are American-style on NSE with liquidity concentrated near ATM strikes. Premium (Options) behaviour on ₹1,300 handle differs from index options — watch assignment on short ITM legs before expiry.

Bank Nifty futures perspective

Bank Nifty futures at 55,000: hedging with options or trading premium (options) on Bank Nifty weekly contracts — theta and gamma rise sharply into Thursday expiry; futures leg has no time decay but carries overnight gap risk.

How to validate

  • Validate Premium separately for index weeklies vs stock options.
  • Stress-test with expiry-week and event-week subsets (RBI, budget, results).
  • Confirm margin and tail-loss scenarios are logged for short premium books.
  • Discard readings polluted by untagged discretionary adjustments.

How to track in TradeLyser

  • Tag every leg: structure, DTE, moneyness, and whether Premium was a primary driver.
  • Log planned max loss ₹ on entry for short premium strategies.
  • Weekly: list open short ITM/ATM legs before expiry with a written roll/close rule.
  • Separate F&O account tags from cash equity for Premium statistics.

Best practices

  • Size Premium trades with margin headroom for gaps and assignment.
  • Prefer defined-risk structures when learning a new options concept.
  • Roll or close based on written DTE rules, not convenience.
  • Keep weekly index and monthly stock books in separate tags.

Common pitfalls

  • Short premium without defined max loss while Premium risk builds.
  • Holding illiquid stock options into expiry without a plan.
  • Blending index and stock gamma exposure in one tag.
  • Ignoring margin spikes on gap opens.

How to use this in TradeLyser

Log premium per lot and total rupees at entry and exit.

Related terms

FAQ

Premium vs spread cost?

Pay ask on buys — log fill vs mid.

Credit premium strategies?

Tag max loss not only credit collected.

Start journaling with TradeLyser

Connect your broker, tag strategies, and review performance with AI-assisted insights.