NIFTY Analytics Report - 2026-06-19 13:03:24 IST

Spot → Futures	Forward / Roll
06-23	4	16.7	6.4%	7	0.09%	4.8%
06-30	11	38.5	5.3%	7	0.14%	7.4%
07-07	18	72.5	6.1%	7	0.12%	6.4%
07-14	25	101.9	6.2%	7	0.09%	4.7%
07-21	32	123.7	5.9%	7	0.12%	6.0%
07-28	39	151.4	5.9%	28	0.47%	6.0%
08-25	67	263.3	6.0%	35	0.63%	6.5%
09-29	102	414.6	6.1%	91	1.89%	7.4%
12-29	193	868.0	6.7%	—	—	—

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)	5

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	284	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