MO Briefing
22 Aug 2024 · NSE Derivatives Structure
Posture
Expansion Under Stress
3 sessions
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: +0.302(355 expansionary, 187 contractionary)
Basis Stress
Flip stress
1.99x
elevated
Divergence
1.11x
elevated
Basis flip stress elevated (1.99x baseline). Instrument divergence elevated (1.11x baseline)
Range Compression
Futures
1.63x
elevated · 1 contracts
Equities
0.75x
below baseline · 1877 contracts
Expanded ranges (1.63x baseline)
Recent Path
Structural Activity
Next MO Briefing: Monday 08:30 IST