MO Briefing
24 Sep 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 — 553 instruments
Structural lean: +0.090(298 expansionary, 248 contractionary)
Basis Stress
Flip stress
1.86x
elevated
Divergence
0.97x
below baseline
Basis flip stress elevated (1.86x baseline). Instrument divergence below baseline (0.97x)
Range Compression
Futures
0.59x
below baseline · 2 contracts
Equities
0.82x
below baseline · 1842 contracts
Deeply compressed ranges (0.59x baseline)
Recent Path
Structural Activity
Next MO Briefing: Monday 08:30 IST