← Back to Screener
CE_TO_PE
NIFTY
Strike: 23850 | Expiry: 26 May 2026 (78 days left)
Scan Date
09 Mar 2026
vs 06 Mar 2026
CE OI (Prev)
1
Share: 1.0000
CE OI (Today)
0
Share: 0.0000
PE OI (Prev)
0
PE OI (Today)
9
Spot Price
24028.05
Change: 514.22%
Flip Magnitude
1.0000
Price-OI Label
Long Build (Price ↑, OI ↑)
Max Pain
25000
📊 Backtest Performance
Expected direction: DOWN - Bearish signal expects prices to fall
Hit Rate
50.0%
Avg Return (Next Day)
0.29%
Max Gain
1.75%
Max Loss
-1.43%
Next Day Performance
| Day | Price | Change % | Prediction Correct? |
|---|---|---|---|
| Day 1 | 24157.65 | 1.44% | ❌ No |
| Day 2 | 24231.85 | 1.75% | ❌ No |
| Day 3 | 23674.85 | -0.59% | ✅ Yes |
| Day 4 | 23474.50 | -1.43% | ✅ Yes |
📈 Signal Interpretation
Bearish Signal (CE → PE)
Open interest shifted from Calls to Puts, suggesting bearish positioning.
- Higher flip magnitude = stronger conviction
- Consider downside protection or short positions