NIFTY Analytics Report - 2026-05-26 09:32:35 IST

Spot → Futures	Forward / Roll
06-02	7	19.7	4.3%	7	0.08%	4.1%
06-09	14	38.6	4.2%	7	0.06%	3.1%
06-16	21	52.8	3.8%	7	-0.00%	-0.1%
06-23	28	52.2	2.8%	7	0.06%	3.3%
06-30	35	67.5	2.9%	28	0.44%	5.7%
07-28	63	172.5	4.1%	63	1.18%	6.8%
09-29	126	457.2	5.5%	91	1.99%	7.8%
12-29	217	935.9	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	8
Excluded Expiries	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	9

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	308	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