NIFTY Analytics Report - 2026-06-30 13:03:28 IST

Spot → Futures	Forward / Roll
07-07	7	48.7	10.6%	7	0.08%	4.4%
07-14	14	68.9	7.5%	7	0.11%	6.0%
07-21	21	96.4	7.0%	7	0.06%	3.2%
07-28	28	111.1	6.0%	7	0.14%	7.4%
08-04	35	145.2	6.3%	21	0.34%	5.9%
08-25	56	226.4	6.1%	35	0.69%	7.2%
09-29	91	392.8	6.5%	91	1.83%	7.2%
12-29	182	831.6	6.8%	—	—	—

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)	1

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	273	insufficient_strikes
2027-06-29	364	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