MO Briefing
28 Jan 2025 · NSE Derivatives Structure
Posture
Contraction Under Stress
3 sessions
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: -0.010(327 expansionary, 334 contractionary)
Basis Stress
Flip stress
1.94x
elevated
Divergence
0.88x
below baseline
Basis flip stress elevated (1.94x baseline). Instrument divergence below baseline (0.88x)
Range Compression
Futures
--
Equities
1.29x
elevated · 2006 contracts
No surface data available
Recent Path
Structural Activity
Next MO Briefing: Monday 08:30 IST