MO Briefing
09 Oct 2024 · NSE Derivatives Structure
Posture
Coordinated Expansion
1 session
Instruments aligned in expansion. Structure is coherent.
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 — 550 instruments
Structural lean: +0.271(336 expansionary, 187 contractionary)
Basis Stress
Flip stress
0.56x
below baseline
Divergence
0.74x
below baseline
Basis flip stress below baseline (0.56x). Instrument divergence below baseline (0.74x)
Range Compression
Futures
1.20x
elevated · 1 contracts
Equities
0.83x
below baseline · 1901 contracts
Slightly expanded ranges (1.20x baseline)
Recent Path
Structural Activity
Transitioned from Early Expansion
Next MO Briefing: Monday 08:30 IST