NIFTY Analytics Report - 2026-06-03 09:33:12 IST

Spot → Futures	Forward / Roll
06-09	6	45.1	11.8%	7	0.11%	5.6%
06-16	13	70.1	8.4%	7	0.01%	0.3%
06-23	20	71.6	5.6%	7	0.01%	0.4%
06-30	27	73.5	4.3%	28	0.48%	6.2%
07-28	55	184.2	5.2%	28	0.47%	6.0%
08-25	83	292.8	5.5%	35	0.77%	7.9%
09-29	118	472.0	6.2%	91	2.04%	7.9%
12-29	209	946.8	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	2
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	10

Excluded Expiries

Expiry	DTE	Reject Reason
2026-07-07	34	insufficient_strikes
2027-03-30	300	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