NIFTY Analytics Report - 2026-06-05 13:03:09 IST

Spot → Futures	Forward / Roll
06-09	4	43.7	17.1%	7	0.13%	6.7%
06-16	11	73.7	10.5%	7	0.01%	0.8%
06-23	18	77.2	6.7%	7	0.02%	1.0%
06-30	25	81.5	5.1%	7	0.15%	7.6%
07-07	32	115.6	5.6%	21	0.31%	5.4%
07-28	53	188.3	5.5%	28	0.43%	5.5%
08-25	81	288.5	5.5%	35	0.75%	7.7%
09-29	116	463.8	6.2%	91	2.06%	8.0%
12-29	207	944.1	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	9
Excluded Expiries	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	1

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	298	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