NIFTY Analytics Report - 2026-06-16 13:03:07 IST

Spot → Futures	Forward / Roll
06-23	7	-6.1	-1.3%	7	0.09%	4.6%
06-30	14	14.8	1.6%	7	0.11%	5.7%
07-07	21	41.1	3.0%	7	0.10%	5.2%
07-14	28	65.1	3.5%	14	0.22%	5.6%
07-28	42	117.1	4.2%	28	0.43%	5.6%
08-25	70	221.2	4.8%	35	0.63%	6.5%
09-29	105	371.6	5.4%	91	1.85%	7.3%
12-29	196	815.4	6.2%	—	—	—

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)	3

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	287	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