MO Briefing
13 Nov 2024 · NSE Derivatives Structure
Posture
Coordinated Contraction
4 sessions
Instruments aligned in contraction. 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 — 549 instruments
Structural lean: -0.851(29 expansionary, 496 contractionary)
Basis Stress
Flip stress
0.66x
below baseline
Divergence
0.41x
below baseline
Basis flip stress below baseline (0.66x). Instrument divergence below baseline (0.41x)
Range Compression
Futures
2.17x
elevated · 6 contracts
Equities
1.11x
elevated · 1933 contracts
Expanded ranges (2.17x baseline)
Recent Path
Structural Activity
Next MO Briefing: Monday 08:30 IST