NIFTY Analytics Report - 2026-06-12 09:32:58 IST

Spot → Futures	Forward / Roll
06-16	4	12.0	4.7%	7	0.02%	0.8%
06-23	11	15.5	2.2%	7	0.07%	3.7%
06-30	18	32.3	2.8%	7	0.11%	5.7%
07-07	25	57.8	3.6%	7	0.06%	3.3%
07-14	32	72.7	3.5%	14	0.23%	6.1%
07-28	46	127.5	4.3%	28	0.43%	5.6%
08-25	74	228.9	4.8%	35	0.70%	7.2%
09-29	109	392.1	5.6%	91	1.82%	7.1%
12-29	200	817.1	6.3%	—	—	—

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	291	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