MO Briefing
11 Nov 2025 · NSE Derivatives Structure
Posture
Coordinated Expansion
2 sessions
Instruments aligned in expansion. Structure is coherent.
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 — 636 instruments
Structural lean: +0.263(385 expansionary, 218 contractionary)
Basis Stress
Flip stress
0.41x
below baseline
Divergence
0.62x
below baseline
Basis flip stress below baseline (0.41x). Instrument divergence below baseline (0.62x)
Range Compression
Futures
1.10x
elevated · 3 contracts
Equities
0.92x
below baseline · 2295 contracts
Slightly expanded ranges (1.10x baseline)
Recent Path
Structural Activity
Next MO Briefing: Monday 08:30 IST