NIFTY Analytics Report - 2026-05-07 13:02:18 IST

Spot → Futures	Forward / Roll
05-12	5	15.3	4.6%	7	0.07%	3.7%
05-19	12	32.4	4.0%	7	0.08%	4.2%
05-26	19	51.9	4.1%	7	0.09%	4.7%
06-02	26	73.8	4.2%	7	0.07%	3.8%
06-09	33	91.7	4.2%	21	0.31%	5.3%
06-30	54	166.8	4.6%	28	0.54%	7.0%
07-28	82	298.9	5.4%	154	3.19%	7.4%
12-29	236	1076.5	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)	0

Excluded Expiries

Expiry	DTE	Reject Reason
2026-09-29	145	missing_quotes
2027-03-30	327	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