NIFTY Analytics Report - 2026-05-29 13:03:05 IST

Spot → Futures	Forward / Roll
06-02	4	57.1	21.9%	7	0.07%	3.6%
06-09	11	73.7	10.3%	7	0.10%	5.2%
06-16	18	97.7	8.3%	7	-0.02%	-1.1%
06-23	25	92.7	5.7%	7	0.01%	0.7%
06-30	32	95.8	4.6%	28	0.45%	5.9%
07-28	60	203.5	5.2%	28	0.50%	6.5%
08-25	88	322.9	5.6%	35	0.72%	7.3%
09-29	123	493.4	6.1%	91	2.03%	7.9%
12-29	214	976.1	6.9%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

06-02

57.1

21.9%

0.07%

3.6%

06-09

73.7

10.3%

0.10%

5.2%

06-16

97.7

8.3%

-0.02%

-1.1%

06-23

92.7

5.7%

0.01%

0.7%

06-30

95.8

4.6%

0.45%

5.9%

07-28

203.5

5.2%

0.50%

6.5%

08-25

322.9

5.6%

0.72%

7.3%

09-29

123

493.4

6.1%

2.03%

7.9%

12-29

214

976.1

6.9%

—

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	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