MO Briefing
27 Aug 2024 · NSE Derivatives Structure
Posture
Expansion Under Stress
2 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 — 555 instruments
Structural lean: +0.038(283 expansionary, 262 contractionary)
Basis Stress
Flip stress
1.74x
elevated
Divergence
1.06x
elevated
Basis flip stress elevated (1.74x baseline). Instrument divergence elevated (1.06x baseline)
Range Compression
Futures
1.05x
elevated · 1 contracts
Equities
0.75x
below baseline · 1883 contracts
Slightly expanded ranges (1.05x baseline)
Recent Path
Structural Activity
Next MO Briefing: Monday 08:30 IST