NIFTY Analytics Report - 2026-05-20 13:02:27 IST

Spot → Futures	Forward / Roll
05-26	6	-2.8	-0.7%	7	0.09%	4.7%
06-02	13	18.6	2.2%	7	0.11%	5.9%
06-09	20	45.5	3.5%	7	0.07%	3.6%
06-16	27	61.7	3.5%	14	0.14%	3.6%
06-30	41	93.9	3.5%	28	0.43%	5.6%
07-28	69	195.4	4.4%	63	1.29%	7.4%
09-29	132	500.1	5.8%	91	1.93%	7.5%
12-29	223	955.0	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	8
Excluded Expiries	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	7

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	314	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