MO Briefing
10 Jul 2024 · NSE Derivatives Structure
Posture
Contraction Under Stress
1 session
Contracting with internal strain. Basis structure under stress.
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
Structural lean: -0.244(198 expansionary, 334 contractionary)
Basis Stress
Flip stress
2.13x
elevated
Divergence
1.06x
elevated
Basis flip stress elevated (2.13x baseline). Instrument divergence elevated (1.06x baseline)
Range Compression
Futures
--
Equities
1.22x
elevated · 1913 contracts
No surface data available
Recent Path
Structural Activity
Transitioned from Fragmented Expansion
Next MO Briefing: Monday 08:30 IST