NIFTY Analytics Report - 2026-06-18 15:23:43 IST

Spot → Futures	Forward / Roll
06-23	5	-5.8	-1.7%	7	0.07%	3.7%
06-30	12	11.4	1.4%	7	0.12%	6.1%
07-07	19	39.5	3.1%	7	0.11%	5.7%
07-14	26	66.2	3.8%	7	0.09%	4.7%
07-21	33	87.9	4.0%	7	0.12%	6.4%
07-28	40	117.5	4.4%	28	0.43%	5.6%
08-25	68	221.8	4.9%	126	2.44%	6.9%
12-29	194	812.6	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	2
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	2

Excluded Expiries

Expiry	DTE	Reject Reason
2026-09-29	103	missing_quotes
2027-03-30	285	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