MO Briefing
27 Nov 2024 · NSE Derivatives Structure
Posture
Expansion Under Stress
4 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 — 548 instruments
Structural lean: +0.215(331 expansionary, 213 contractionary)
Basis Stress
Flip stress
1.39x
elevated
Divergence
0.90x
below baseline
Basis flip stress elevated (1.39x baseline). Instrument divergence below baseline (0.90x)
Range Compression
Futures
0.71x
below baseline · 8 contracts
Equities
0.74x
below baseline · 1958 contracts
Compressed ranges (0.71x baseline)
Recent Path
Structural Activity
Next MO Briefing: Monday 08:30 IST