NIFTY Analytics Report - 2026-05-22 15:22:39 IST

Spot → Futures	Forward / Roll
05-26	4	21.9	8.4%	7	0.07%	3.5%
06-02	11	38.0	5.3%	7	0.09%	4.7%
06-09	18	59.1	5.1%	7	0.07%	3.5%
06-16	25	75.3	4.6%	7	-0.02%	-0.9%
06-23	32	71.3	3.4%	7	0.12%	6.0%
06-30	39	98.8	3.9%	28	0.44%	5.7%
07-28	67	203.3	4.7%	63	1.25%	7.2%
09-29	130	500.6	5.9%	91	2.05%	8.0%
12-29	221	987.1	6.7%	—	—	—

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	312	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