NIFTY Analytics Report - 2026-05-14 13:00:20 IST

Spot → Futures	Forward / Roll
05-19	5	14.5	4.5%	7	0.05%	2.4%
05-26	12	25.3	3.3%	7	0.12%	6.2%
06-02	19	53.3	4.3%	7	0.10%	5.1%
06-09	26	76.6	4.5%	7	-0.10%	-5.1%
06-16	33	53.6	2.5%	14	0.30%	7.8%
06-30	47	124.7	4.1%	28	0.53%	6.9%
07-28	75	251.0	5.1%	63	1.31%	7.5%
09-29	138	561.9	6.2%	91	1.93%	7.5%
12-29	229	1019.2	6.7%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

05-19

14.5

4.5%

0.05%

2.4%

05-26

25.3

3.3%

0.12%

6.2%

06-02

53.3

4.3%

0.10%

5.1%

06-09

76.6

4.5%

-0.10%

-5.1%

06-16

53.6

2.5%

0.30%

7.8%

06-30

124.7

4.1%

0.53%

6.9%

07-28

251.0

5.1%

1.31%

7.5%

09-29

138

561.9

6.2%

1.93%

7.5%

12-29

229

1019.2

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	9
Excluded Expiries	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	7

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