MO Briefing
12 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: -0.127(227 expansionary, 298 contractionary)
Basis Stress
Flip stress
1.70x
elevated
Divergence
1.59x
elevated
Basis flip stress elevated (1.70x baseline). Instrument divergence elevated (1.59x baseline)
Range Compression
Futures
--
Equities
0.86x
below baseline · 1907 contracts
No surface data available
Recent Path
Structural Activity
Transitioned from Expansion Under Stress
Next MO Briefing: Monday 08:30 IST