NIFTY Analytics Report - 2026-05-11 09:32:28 IST

Spot → Futures	Forward / Roll
05-19	8	19.4	3.7%	7	0.06%	3.3%
05-26	15	34.6	3.5%	7	0.13%	6.6%
06-02	22	65.0	4.5%	7	0.11%	6.0%
06-09	29	92.4	4.9%	21	0.25%	4.4%
06-30	50	153.4	4.7%	28	0.58%	7.5%
07-28	78	292.5	5.7%	154	3.29%	7.6%
12-29	232	1081.1	6.9%	—	—	—

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	7
Excluded Expiries	2
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	6

Excluded Expiries

Expiry	DTE	Reject Reason
2026-09-29	141	missing_quotes
2027-03-30	323	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