MO Briefing
21 Jan 2025 · NSE Derivatives Structure
Posture
Contraction Under Stress
1 session
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 — 668 instruments
Structural lean: -0.713(82 expansionary, 558 contractionary)
Basis Stress
Flip stress
1.42x
elevated
Divergence
0.53x
below baseline
Basis flip stress elevated (1.42x baseline). Instrument divergence below baseline (0.53x)
Range Compression
Futures
--
Equities
1.01x
elevated · 1997 contracts
No surface data available
Recent Path
Structural Activity
Transitioned from Expansion Under Stress
Next MO Briefing: Monday 08:30 IST