NIFTY Analytics Report - 2026-06-11 15:23:14 IST

Spot → Futures	Forward / Roll
06-16	5	7.5	2.4%	7	0.03%	1.5%
06-23	12	14.1	1.8%	7	0.10%	5.3%
06-30	19	37.6	3.1%	7	0.10%	5.0%
07-07	26	59.9	3.6%	7	0.09%	4.7%
07-14	33	81.0	3.9%	14	0.21%	5.4%
07-28	47	129.2	4.3%	28	0.45%	5.8%
08-25	75	232.5	4.9%	35	0.72%	7.4%
09-29	110	399.2	5.7%	91	1.84%	7.2%
12-29	201	824.9	6.4%	—	—	—

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)	7

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	292	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