MO Briefing
27 May 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 — 653 instruments
Structural lean: -0.064(301 expansionary, 343 contractionary)
Basis Stress
Flip stress
1.52x
elevated
Divergence
1.24x
elevated
Basis flip stress elevated (1.52x baseline). Instrument divergence elevated (1.24x baseline)
Range Compression
Futures
--
Equities
0.73x
below baseline · 2105 contracts
No surface data available
Recent Path
Structural Activity
Transitioned from Expansion Under Stress
Next MO Briefing: Monday 08:30 IST