NIFTY Analytics Report - 2026-05-18 09:32:32 IST

Spot → Futures	Forward / Roll
05-26	8	35.9	7.0%	7	0.10%	5.5%
06-02	15	60.4	6.3%	7	0.12%	6.4%
06-09	22	89.2	6.3%	7	0.09%	4.6%
06-16	29	109.7	5.9%	14	0.09%	2.4%
06-30	43	130.9	4.7%	28	0.53%	6.8%
07-28	71	254.2	5.6%	63	1.35%	7.7%
09-29	134	569.6	6.6%	91	1.99%	7.7%
12-29	225	1034.1	7.0%	—	—	—

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	8
Excluded Expiries	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	15

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	316	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