NIFTY Analytics Report - 2026-07-01 13:03:01 IST

Spot → Futures	Forward / Roll
07-07	6	15.3	3.9%	7	0.13%	6.5%
07-14	13	45.4	5.3%	7	0.10%	5.4%
07-21	20	70.5	5.3%	7	0.08%	4.1%
07-28	27	89.5	5.0%	7	0.10%	5.2%
08-04	34	113.8	5.1%	21	0.35%	6.1%
08-25	55	199.0	5.5%	35	0.65%	6.7%
09-29	90	356.2	6.0%	91	1.79%	7.0%
12-29	181	785.2	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	8
Excluded Expiries	2
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	0

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	272	insufficient_strikes
2027-06-29	363	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