NIFTY Analytics Report - 2026-06-09 13:02:58 IST

Spot → Futures	Forward / Roll
06-16	7	34.2	7.7%	7	0.01%	0.8%
06-23	14	37.5	4.2%	7	0.04%	2.0%
06-30	21	46.5	3.5%	7	0.13%	6.8%
07-07	28	76.9	4.3%	21	0.31%	5.4%
07-28	49	149.4	4.8%	28	0.47%	6.0%
08-25	77	257.7	5.2%	35	0.73%	7.5%
09-29	112	427.0	6.0%	91	1.88%	7.3%
12-29	203	861.9	6.6%	—	—	—

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)	2

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	294	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