NIFTY Analytics Report - 2026-05-21 13:02:37 IST

Spot → Futures	Forward / Roll
05-26	5	-39.4	-12.2%	7	0.12%	6.0%
06-02	12	-12.2	-1.6%	7	0.11%	5.6%
06-09	19	13.2	1.1%	7	0.08%	4.2%
06-16	26	32.2	1.9%	7	0.03%	1.7%
06-23	33	39.8	1.9%	7	0.08%	4.0%
06-30	40	57.8	2.2%	28	0.42%	5.5%
07-28	68	157.1	3.6%	63	1.27%	7.3%
09-29	131	456.8	5.3%	91	2.00%	7.8%
12-29	222	930.4	6.4%	—	—	—

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)	7

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	313	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