NIFTY Analytics Report - 2026-07-08 13:02:48 IST

Spot → Futures	Forward / Roll
07-14	6	-8.1	-2.0%	7	0.08%	4.1%
07-21	13	10.8	1.3%	7	0.12%	6.0%
07-28	20	38.9	2.9%	7	0.08%	4.4%
08-04	27	59.4	3.3%	21	0.36%	6.2%
08-25	48	145.6	4.6%	35	0.69%	7.1%
09-29	83	311.7	5.6%	91	1.73%	6.8%
12-29	174	731.2	6.2%	91	1.68%	6.5%
03-30	265	1138.4	6.3%	—	—	—

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	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	3

Excluded Expiries

Expiry	DTE	Reject Reason
2027-06-29	356	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