MO Briefing
28 May 2025 · NSE Derivatives Structure
Posture
Contraction Under Stress
2 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 — 653 instruments
Structural lean: -0.257(240 expansionary, 408 contractionary)
Basis Stress
Flip stress
2.35x
elevated
Divergence
1.43x
elevated
Basis flip stress elevated (2.35x baseline). Instrument divergence elevated (1.43x baseline)
Range Compression
Futures
--
Equities
0.73x
below baseline · 2108 contracts
No surface data available
Recent Path
Structural Activity
Next MO Briefing: Monday 08:30 IST