NIFTY Analytics Report - 2026-05-14 15:20:21 IST

Spot → Futures	Forward / Roll
05-19	5	2.4	0.7%	7	0.05%	2.4%
05-26	12	13.3	1.7%	7	0.13%	6.7%
06-02	19	43.9	3.6%	7	0.11%	5.7%
06-09	26	69.8	4.1%	7	0.06%	3.4%
06-16	33	85.2	4.0%	14	0.12%	3.2%
06-30	47	114.4	3.7%	28	0.55%	7.1%
07-28	75	244.7	5.0%	63	1.29%	7.4%
09-29	138	550.1	6.1%	91	1.94%	7.5%
12-29	229	1010.0	6.7%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

05-19

2.4

0.7%

0.05%

2.4%

05-26

13.3

1.7%

0.13%

6.7%

06-02

43.9

3.6%

0.11%

5.7%

06-09

69.8

4.1%

0.06%

3.4%

06-16

85.2

4.0%

0.12%

3.2%

06-30

114.4

3.7%

0.55%

7.1%

07-28

244.7

5.0%

1.29%

7.4%

09-29

138

550.1

6.1%

1.94%

7.5%

12-29

229

1010.0

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	1
Issues (FAIL)	0
Issues (WARN)	10

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