MO Briefing
26 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 — 555 instruments
Structural lean: +0.521(413 expansionary, 124 contractionary)
Basis Stress
Flip stress
2.12x
elevated
Divergence
1.44x
elevated
Basis flip stress elevated (2.12x baseline). Instrument divergence elevated (1.44x baseline)
Range Compression
Futures
1.14x
elevated · 1 contracts
Equities
0.82x
below baseline · 1887 contracts
Slightly expanded ranges (1.14x baseline)
Recent Path
Structural Activity
Transitioned from Contraction Under Stress
Next MO Briefing: Monday 08:30 IST