MO Briefing
11 Mar 2025 · 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 — 658 instruments
Structural lean: +0.302(398 expansionary, 199 contractionary)
Basis Stress
Flip stress
1.07x
elevated
Divergence
2.31x
elevated
Basis flip stress elevated (1.07x baseline). Instrument divergence elevated (2.31x baseline)
Range Compression
Futures
1.41x
elevated · 2 contracts
Equities
0.76x
below baseline · 2037 contracts
Expanded ranges (1.41x baseline)
Recent Path
Structural Activity
Transitioned from Coordinated Contraction
Next MO Briefing: Monday 08:30 IST