MO Briefing
05 Dec 2025 · NSE Derivatives Structure
Posture
Coordinated Expansion
1 session
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 — 630 instruments
Structural lean: +0.297(398 expansionary, 211 contractionary)
Basis Stress
Flip stress
0.46x
below baseline
Divergence
0.94x
below baseline
Basis flip stress below baseline (0.46x). Instrument divergence below baseline (0.94x)
Range Compression
Futures
1.39x
elevated · 3 contracts
Equities
0.86x
below baseline · 2350 contracts
Expanded ranges (1.39x baseline)
Recent Path
Structural Activity
Transitioned from Fragmented Expansion
Next MO Briefing: Monday 08:30 IST