NIFTY Analytics Report - 2026-07-10 09:33:01 IST

Spot → Futures	Forward / Roll
07-14	4	7.9	3.0%	7	0.05%	2.4%
07-21	11	19.2	2.6%	7	0.09%	4.9%
07-28	18	41.7	3.5%	7	0.06%	3.0%
08-04	25	55.8	3.4%	7	0.10%	5.3%
08-11	32	80.6	3.8%	14	0.23%	5.9%
08-25	46	135.0	4.4%	35	0.61%	6.3%
09-29	81	282.8	5.2%	91	1.65%	6.5%
12-29	172	682.7	5.9%	91	1.76%	6.8%
03-30	263	1107.8	6.2%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

07-14

7.9

3.0%

0.05%

2.4%

07-21

19.2

2.6%

0.09%

4.9%

07-28

41.7

3.5%

0.06%

3.0%

08-04

55.8

3.4%

0.10%

5.3%

08-11

80.6

3.8%

0.23%

5.9%

08-25

135.0

4.4%

0.61%

6.3%

09-29

282.8

5.2%

1.65%

6.5%

12-29

172

682.7

5.9%

1.76%

6.8%

03-30

263

1107.8

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)	5

Excluded Expiries

Expiry	DTE	Reject Reason
2027-06-29	354	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