MO Briefing
25 Oct 2024 · NSE Derivatives Structure
Posture
Contraction Under Stress
5 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 — 549 instruments
Structural lean: -0.639(90 expansionary, 441 contractionary)
Basis Stress
Flip stress
2.50x
elevated
Divergence
0.46x
below baseline
Basis flip stress elevated (2.50x baseline). Instrument divergence below baseline (0.46x)
Range Compression
Futures
1.55x
elevated · 1 contracts
Equities
1.18x
elevated · 1904 contracts
Expanded ranges (1.55x baseline)
Recent Path
Structural Activity
Next MO Briefing: Monday 08:30 IST