NIFTY Analytics Report - 2026-06-08 13:03:05 IST

Spot → Futures	Forward / Roll
06-16	8	61.2	12.0%	7	0.02%	0.9%
06-23	15	65.2	6.8%	7	0.08%	4.4%
06-30	22	84.7	6.0%	7	0.10%	5.2%
07-07	29	107.9	5.8%	21	0.32%	5.5%
07-28	50	182.1	5.7%	28	0.44%	5.7%
08-25	78	285.2	5.7%	35	0.74%	7.6%
09-29	113	457.4	6.3%	91	2.01%	7.8%
12-29	204	925.6	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)	4

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	295	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