MO Briefing
29 Oct 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 — 549 instruments
Structural lean: +0.277(346 expansionary, 194 contractionary)
Basis Stress
Flip stress
2.47x
elevated
Divergence
1.01x
elevated
Basis flip stress elevated (2.47x baseline). Instrument divergence elevated (1.01x baseline)
Range Compression
Futures
0.47x
below baseline · 3 contracts
Equities
0.80x
below baseline · 1912 contracts
Expanded ranges (1.42x baseline)
Recent Path
Structural Activity
Next MO Briefing: Monday 08:30 IST