NIFTY Analytics Report - 2026-05-06 09:32:11 IST

Spot → Futures	Forward / Roll
05-12	6	47.8	12.0%	7	0.07%	3.5%
05-19	13	64.1	7.4%	7	0.08%	4.1%
05-26	20	83.3	6.3%	7	0.11%	5.8%
06-02	27	110.3	6.2%	7	0.11%	5.9%
06-09	34	137.7	6.1%	21	0.25%	4.3%
06-30	55	197.6	5.4%	28	0.55%	7.1%
07-28	83	330.0	6.0%	154	3.10%	7.1%
12-29	237	1078.8	6.7%	—	—	—

Feature Availability

Feature	Status	Description
Forward Matrix JSON	✓	Always available
Quote Cards HTML	✓	ATM quote cards table
Event Window Tool	✗	Custom implied moves
Sliding Windows	✗	Not shipped yet
Smile Density Plots	✗	FULL mode only
Chain Snapshots	✗	FULL mode only
Carry Data	✓	Carry curve analysis

Data Counts

Metric	Count
Usable Expiries	8
Excluded Expiries	2
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	8

Excluded Expiries

Expiry	DTE	Reject Reason
2026-09-29	146	missing_quotes
2027-03-30	328	insufficient_strikes

Export Files

File	Description
run_diagnostics.json	Full diagnostics with issues and metrics
quote_cards.html	HTML table of all ATM quotes

Useful jq Queries

# Get all issues
cat exports/run_diagnostics.json | jq '.issues'

# Count issues by severity
cat exports/run_diagnostics.json | jq '.issues | group_by(.severity) | map({severity: .[0].severity, count: length})'

# Get structure summary
cat exports/run_diagnostics.json | jq '.structure_summary'

# Get NEG intervals
cat exports/run_diagnostics.json | jq '.structure_summary.neg_interval_count'

Debug artifacts only available in FULL mode.

📈 Term Structure VT

🔲 Forward Matrix VT

📊 Carry Analysis

Feature Availability

Data Counts

Excluded Expiries

Export Files

Useful jq Queries