NIFTY Analytics Report - 2026-05-29 15:23:18 IST

Spot → Futures	Forward / Roll
06-02	4	230.4	89.0%	7	0.10%	5.1%
06-09	11	253.8	35.6%	7	0.08%	4.3%
06-16	18	273.2	23.4%	7	-0.01%	-0.3%
06-23	25	271.9	16.8%	7	-0.00%	-0.2%
06-30	32	270.9	13.1%	28	0.45%	5.7%
07-28	60	375.7	9.6%	28	0.40%	5.1%
08-25	88	469.3	8.2%	35	0.85%	8.6%
09-29	123	668.8	8.3%	91	2.08%	8.0%
12-29	214	1158.6	8.2%	—	—	—

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)	11

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