NIFTY Analytics Report - 2026-05-25 09:32:33 IST

Spot → Futures	Forward / Roll
06-02	8	21.5	4.1%	7	0.06%	3.2%
06-09	15	36.3	3.7%	7	0.08%	4.0%
06-16	22	54.5	3.8%	7	-0.02%	-0.8%
06-23	29	50.6	2.7%	7	0.10%	5.0%
06-30	36	73.8	3.1%	28	0.45%	5.8%
07-28	64	181.7	4.3%	63	1.19%	6.8%
09-29	127	467.6	5.6%	91	2.02%	7.9%
12-29	218	952.0	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)	5

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	309	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