NIFTY Analytics Report - 2026-06-25 13:03:26 IST

Spot → Futures	Forward / Roll
06-30	5	15.2	4.6%	7	0.06%	3.1%
07-07	12	29.8	3.7%	7	0.09%	4.7%
07-14	19	51.6	4.1%	7	0.11%	5.5%
07-21	26	77.3	4.5%	7	0.09%	4.9%
07-28	33	99.8	4.6%	7	0.10%	5.3%
08-04	40	124.4	4.7%	21	0.35%	6.1%
08-25	61	210.0	5.2%	126	2.38%	6.8%
12-29	187	786.6	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)	4

Excluded Expiries

Expiry	DTE	Reject Reason
2026-09-29	96	missing_quotes
2027-03-30	278	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