NIFTY Analytics Report - 2026-07-09 13:02:56 IST

Spot → Futures	Forward / Roll
07-14	5	5.9	1.8%	7	0.06%	3.1%
07-21	12	20.3	2.6%	7	0.10%	5.3%
07-28	19	44.6	3.6%	7	0.06%	3.2%
08-04	26	59.2	3.5%	7	0.11%	5.6%
08-11	33	85.1	3.9%	14	0.22%	5.7%
08-25	47	138.1	4.5%	35	0.65%	6.7%
09-29	82	293.3	5.4%	91	1.68%	6.6%
12-29	173	697.6	6.0%	91	1.67%	6.4%
03-30	264	1097.8	6.2%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

07-14

5.9

1.8%

0.06%

3.1%

07-21

20.3

2.6%

0.10%

5.3%

07-28

44.6

3.6%

0.06%

3.2%

08-04

59.2

3.5%

0.11%

5.6%

08-11

85.1

3.9%

0.22%

5.7%

08-25

138.1

4.5%

0.65%

6.7%

09-29

293.3

5.4%

1.68%

6.6%

12-29

173

697.6

6.0%

1.67%

6.4%

03-30

264

1097.8

6.2%

—

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	9
Excluded Expiries	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	3

Excluded Expiries

Expiry	DTE	Reject Reason
2027-06-29	355	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