NIFTY Analytics Report - 2026-06-02 09:33:04 IST

Spot → Futures	Forward / Roll
06-09	7	69.9	15.7%	7	0.06%	3.1%
06-16	14	84.0	9.4%	7	0.00%	0.1%
06-23	21	84.3	6.3%	7	-0.02%	-1.2%
06-30	28	78.9	4.4%	28	0.50%	6.5%
07-28	56	195.3	5.4%	28	0.48%	6.2%
08-25	84	307.3	5.7%	35	0.73%	7.5%
09-29	119	478.2	6.2%	91	2.03%	7.9%
12-29	210	951.2	7.0%	—	—	—

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	301	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