MO Briefing
16 Aug 2024 · NSE Derivatives Structure
Posture
Expansion Under Stress
1 session
Expanding 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 — 556 instruments
Structural lean: +0.824(494 expansionary, 36 contractionary)
Basis Stress
Flip stress
1.01x
elevated
Divergence
0.63x
below baseline
Basis flip stress elevated (1.01x baseline). Instrument divergence below baseline (0.63x)
Range Compression
Futures
1.06x
elevated · 1 contracts
Equities
0.77x
below baseline · 1885 contracts
Slightly expanded ranges (1.06x baseline)
Recent Path
Structural Activity
Transitioned from Fragmented Contraction
Next MO Briefing: Monday 08:30 IST