NIFTY Analytics Report - 2026-06-22 13:03:22 IST

Spot → Futures	Forward / Roll
06-30	8	26.8	5.1%	7	0.12%	6.1%
07-07	15	55.3	5.6%	7	0.12%	6.3%
07-14	22	84.7	5.8%	7	0.10%	5.3%
07-21	29	109.5	5.7%	7	0.09%	4.7%
07-28	36	131.3	5.5%	28	0.45%	5.8%
08-25	64	240.1	5.7%	126	2.46%	7.0%
12-29	190	834.3	6.5%	—	—	—

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	7
Excluded Expiries	2
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	1

Excluded Expiries

Expiry	DTE	Reject Reason
2026-09-29	99	missing_quotes
2027-03-30	281	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