NIFTY Analytics Report - 2026-05-29 09:33:06 IST

Spot → Futures	Forward / Roll
06-02	4	48.7	18.6%	7	0.07%	3.5%
06-09	11	64.9	9.0%	7	0.10%	5.2%
06-16	18	89.0	7.5%	7	-0.02%	-1.1%
06-23	25	83.9	5.1%	7	0.02%	1.1%
06-30	32	88.9	4.2%	28	0.48%	6.2%
07-28	60	202.7	5.1%	28	0.51%	6.6%
08-25	88	325.1	5.6%	35	0.71%	7.2%
09-29	123	493.6	6.1%	91	2.02%	7.9%
12-29	214	975.9	6.8%	—	—	—

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)	10

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	305	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