MO Briefing
23 Oct 2024 · NSE Derivatives Structure
Posture
Contraction Under Stress
3 sessions
Contracting 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 — 550 instruments
Structural lean: -0.044(252 expansionary, 276 contractionary)
Basis Stress
Flip stress
1.55x
elevated
Divergence
1.00x
elevated
Basis flip stress elevated (1.55x baseline). Instrument divergence elevated (1.00x baseline)
Range Compression
Futures
1.42x
elevated · 1 contracts
Equities
1.10x
elevated · 1913 contracts
Expanded ranges (1.42x baseline)
Recent Path
Structural Activity
Next MO Briefing: Monday 08:30 IST