MO Briefing
01 Nov 2024 · NSE Derivatives Structure
Posture
Expansion Under Stress
1 session
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: +0.140(257 expansionary, 180 contractionary)
Basis Stress
Flip stress
1.35x
elevated
Divergence
5.07x
elevated
Basis flip stress elevated (1.35x baseline). Instrument divergence elevated (5.07x baseline)
Range Compression
Futures
0.22x
below baseline · 6 contracts
Equities
0.59x
below baseline · 1912 contracts
Deeply compressed ranges (0.22x baseline)
Recent Path
Structural Activity
Transitioned from Fragmented Contraction
Next MO Briefing: Monday 08:30 IST