NIFTY Analytics Report - 2026-06-01 09:33:20 IST

Spot → Futures	Forward / Roll
06-09	8	65.0	12.6%	7	0.08%	3.9%
06-16	15	82.8	8.5%	7	-0.01%	-0.5%
06-23	22	80.5	5.7%	7	-0.02%	-0.9%
06-30	29	76.5	4.1%	28	0.47%	6.1%
07-28	57	186.7	5.1%	28	0.47%	6.1%
08-25	85	297.4	5.4%	35	0.77%	7.9%
09-29	120	478.8	6.1%	91	2.06%	8.0%
12-29	211	964.0	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	8
Excluded Expiries	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	7

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	302	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