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08 Jul 2024

MO Briefing

08 Jul 2024 · NSE Derivatives Structure

coherentstressedexpansioncontraction

Posture

Early Contraction

1 session

First session of contractionary alignment. Persistence not yet confirmed.

How to read this

The compass maps the structural posture of the derivatives market. The horizontal axis shows expansion vs contraction. The vertical axis shows coherence vs stress.

The dot marks today's position. The trail shows the past 7 sessions. The posture label describes what the structure is — not where it's going.

Depth panels below show the underlying measurements: positioning breadth, basis stress, range compression, and structural activity.

Depth

Positioning — 557 instruments

25%
47%
13%
11%
Long Buildup 141Short Buildup 260Long Unwind 74Short Cover 59Neutral 23

Structural lean: -0.241(200 expansionary, 334 contractionary)

Basis Stress

Flip stress

--

Divergence

--

Insufficient history for stress assessment

Range Compression

Futures

--

Equities

--

· 1909 contracts

No surface data available

Recent Path

Early Contraction08

Structural Activity

Quiet
posture held|flip stress normal|divergence normal

Next MO Briefing: Monday 08:30 IST

MarketObservatory describes the structural condition of the market. It does not predict price direction.