MO Briefing
13 Mar 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 — 658 instruments
Structural lean: -0.491(144 expansionary, 467 contractionary)
Basis Stress
Flip stress
1.16x
elevated
Divergence
1.30x
elevated
Basis flip stress elevated (1.16x baseline). Instrument divergence elevated (1.30x baseline)
Range Compression
Futures
0.92x
below baseline · 2 contracts
Equities
0.69x
below baseline · 2036 contracts
Compressed ranges (0.92x baseline)
Recent Path
Structural Activity
Transitioned from Early Contraction
Next MO Briefing: Monday 08:30 IST