NIFTY Analytics Report - 2026-05-06 13:02:15 IST

Spot → Futures	Forward / Roll
05-12	6	30.7	7.8%	7	0.09%	4.4%
05-19	13	51.2	6.0%	7	0.09%	4.5%
05-26	20	72.2	5.5%	7	0.09%	4.9%
06-02	27	94.9	5.3%	7	0.11%	5.7%
06-09	34	121.2	5.4%	21	0.27%	4.7%
06-30	55	186.7	5.1%	28	0.54%	7.0%
07-28	83	317.1	5.8%	154	3.19%	7.4%
12-29	237	1083.7	6.8%	—	—	—

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)	2

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