NIFTY Analytics Report - 2026-05-14 09:30:22 IST

Spot → Futures	Forward / Roll
05-19	5	25.0	7.7%	7	0.05%	2.4%
05-26	12	36.0	4.6%	7	0.12%	6.5%
06-02	19	65.3	5.3%	7	0.11%	5.9%
06-09	26	92.3	5.5%	7	0.06%	3.0%
06-16	33	106.1	5.0%	14	0.15%	3.8%
06-30	47	140.7	4.6%	28	0.55%	7.1%
07-28	75	270.8	5.6%	63	1.33%	7.6%
09-29	138	584.8	6.5%	91	1.91%	7.4%
12-29	229	1035.3	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	9
Excluded Expiries	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	12

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	320	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