NIFTY Analytics Report - 2026-07-03 13:03:02 IST

Spot → Futures	Forward / Roll
07-07	4	2.9	1.1%	7	0.11%	5.9%
07-14	11	30.6	4.2%	7	0.09%	4.5%
07-21	18	51.8	4.3%	7	0.11%	5.9%
07-28	25	79.6	4.8%	7	0.10%	5.2%
08-04	32	104.1	4.9%	21	0.31%	5.4%
08-25	53	180.1	5.1%	35	0.64%	6.6%
09-29	88	334.8	5.7%	91	1.67%	6.6%
12-29	179	741.5	6.1%	—	—	—

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	270	insufficient_strikes
2027-06-29	361	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