MO Briefing
05 Aug 2024 · NSE Derivatives Structure
Posture
Coordinated Contraction
1 session
Instruments aligned in contraction. Structure is coherent.
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 — 556 instruments
Structural lean: -0.851(30 expansionary, 503 contractionary)
Basis Stress
Flip stress
0.96x
below baseline
Divergence
0.25x
below baseline
Basis flip stress below baseline (0.96x). Instrument divergence below baseline (0.25x)
Range Compression
Futures
2.09x
elevated · 1 contracts
Equities
1.21x
elevated · 1922 contracts
Expanded ranges (2.09x baseline)
Recent Path
Structural Activity
Transitioned from Fragmented Contraction
Next MO Briefing: Monday 08:30 IST