NIFTY Analytics Report - 2026-05-11 13:02:19 IST

Spot → Futures	Forward / Roll
05-19	8	28.4	5.4%	7	0.04%	1.8%
05-26	15	36.9	3.7%	7	0.13%	7.0%
06-02	22	69.0	4.8%	7	0.12%	6.1%
06-09	29	96.9	5.1%	21	0.25%	4.3%
06-30	50	156.2	4.8%	28	0.56%	7.2%
07-28	78	289.9	5.6%	154	3.31%	7.6%
12-29	232	1082.0	7.0%	—	—	—

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)	1

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