NIFTY Analytics Report - 2026-06-15 09:33:03 IST

Spot → Futures	Forward / Roll
06-23	8	-18.0	-3.4%	7	0.09%	4.7%
06-30	15	3.5	0.4%	7	0.10%	5.3%
07-07	22	27.8	1.9%	7	0.07%	3.7%
07-14	29	44.8	2.4%	14	0.24%	6.2%
07-28	43	101.5	3.6%	28	0.42%	5.5%
08-25	71	203.1	4.3%	35	0.68%	7.0%
09-29	106	366.1	5.2%	91	1.84%	7.2%
12-29	197	807.6	6.1%	—	—	—

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)	6

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	288	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