NIFTY Analytics Report - 2026-07-09 15:23:07 IST

Spot → Futures	Forward / Roll
07-14	5	-5.4	-1.6%	7	0.07%	3.8%
07-21	12	11.9	1.5%	7	0.10%	5.1%
07-28	19	35.3	2.8%	7	0.06%	3.2%
08-04	26	49.9	2.9%	7	0.10%	5.3%
08-11	33	74.4	3.4%	14	0.24%	6.2%
08-25	47	131.7	4.3%	35	0.63%	6.5%
09-29	82	282.4	5.2%	91	1.76%	6.9%
12-29	173	703.0	6.1%	91	1.71%	6.6%
03-30	264	1113.2	6.3%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

07-14

-5.4

-1.6%

0.07%

3.8%

07-21

11.9

1.5%

0.10%

5.1%

07-28

35.3

2.8%

0.06%

3.2%

08-04

49.9

2.9%

0.10%

5.3%

08-11

74.4

3.4%

0.24%

6.2%

08-25

131.7

4.3%

0.63%

6.5%

09-29

282.4

5.2%

1.76%

6.9%

12-29

173

703.0

6.1%

1.71%

6.6%

03-30

264

1113.2

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	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