NIFTY Analytics Report - 2026-05-15 09:32:38 IST

Spot → Futures	Forward / Roll
05-19	4	1.2	0.5%	7	0.04%	2.0%
05-26	11	10.4	1.5%	7	0.11%	5.7%
06-02	18	36.5	3.1%	7	0.11%	5.8%
06-09	25	62.9	3.9%	7	0.05%	2.7%
06-16	32	75.3	3.6%	14	0.12%	3.1%
06-30	46	103.4	3.4%	28	0.54%	7.0%
07-28	74	232.6	4.8%	63	1.28%	7.3%
09-29	137	536.0	5.9%	91	1.95%	7.6%
12-29	228	999.1	6.6%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

05-19

1.2

0.5%

0.04%

2.0%

05-26

10.4

1.5%

0.11%

5.7%

06-02

36.5

3.1%

0.11%

5.8%

06-09

62.9

3.9%

0.05%

2.7%

06-16

75.3

3.6%

0.12%

3.1%

06-30

103.4

3.4%

0.54%

7.0%

07-28

232.6

4.8%

1.28%

7.3%

09-29

137

536.0

5.9%

1.95%

7.6%

12-29

228

999.1

6.6%

—

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)	15

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	319	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