NIFTY Analytics Report - 2026-06-30 15:23:34 IST

Spot → Futures	Forward / Roll
07-07	7	97.4	21.2%	7	0.10%	5.1%
07-14	14	121.0	13.2%	7	0.11%	5.8%
07-21	21	147.9	10.7%	7	0.06%	3.3%
07-28	28	163.0	8.9%	7	0.13%	6.6%
08-04	35	193.5	8.4%	21	0.36%	6.3%
08-25	56	280.3	7.6%	35	0.71%	7.3%
09-29	91	449.1	7.5%	91	1.84%	7.2%
12-29	182	889.0	7.3%	—	—	—

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)	7

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