NIFTY Analytics Report - 2026-05-15 15:22:37 IST

Spot → Futures	Forward / Roll
05-19	4	-17.6	-6.8%	7	0.05%	2.7%
05-26	11	-5.4	-0.8%	7	0.11%	5.9%
06-02	18	21.4	1.8%	7	0.11%	5.6%
06-09	25	46.6	2.9%	7	0.22%	11.2%
06-16	32	97.6	4.7%	14	-0.03%	-0.8%
06-30	46	90.6	3.0%	28	0.50%	6.5%
07-28	74	209.9	4.4%	63	1.27%	7.3%
09-29	137	511.0	5.7%	91	1.99%	7.8%
12-29	228	982.0	6.5%	—	—	—

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)	13

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