NIFTY Analytics Report - 2026-05-15 13:02:36 IST

Spot → Futures	Forward / Roll
05-19	4	4.3	1.6%	7	0.04%	2.3%
05-26	11	15.0	2.1%	7	0.11%	5.8%
06-02	18	41.6	3.5%	7	0.10%	5.1%
06-09	25	65.1	4.0%	7	0.07%	3.5%
06-16	32	81.3	3.9%	14	0.12%	3.2%
06-30	46	110.1	3.7%	28	0.50%	6.5%
07-28	74	229.6	4.7%	63	1.33%	7.6%
09-29	137	546.9	6.1%	91	1.90%	7.4%
12-29	228	999.6	6.6%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

05-19

4.3

1.6%

0.04%

2.3%

05-26

15.0

2.1%

0.11%

5.8%

06-02

41.6

3.5%

0.10%

5.1%

06-09

65.1

4.0%

0.07%

3.5%

06-16

81.3

3.9%

0.12%

3.2%

06-30

110.1

3.7%

0.50%

6.5%

07-28

229.6

4.7%

1.33%

7.6%

09-29

137

546.9

6.1%

1.90%

7.4%

12-29

228

999.6

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)	6

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