NIFTY Analytics Report - 2026-05-12 13:02:47 IST

Spot → Futures	Forward / Roll
05-19	7	46.3	10.3%	7	0.02%	1.0%
05-26	14	50.7	5.6%	7	0.13%	6.9%
06-02	21	81.9	6.0%	7	0.15%	7.6%
06-09	28	116.3	6.4%	21	0.20%	3.5%
06-30	49	163.8	5.2%	28	0.57%	7.4%
07-28	77	298.2	6.0%	63	1.41%	8.0%
09-29	140	628.9	6.9%	91	2.00%	7.8%
12-29	231	1100.2	7.2%	—	—	—

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	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	4

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	322	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