NIFTY Analytics Report - 2026-07-10 13:03:00 IST

Spot → Futures	Forward / Roll
07-14	4	6.6	2.5%	7	0.07%	3.7%
07-21	11	23.7	3.3%	7	0.08%	3.9%
07-28	18	41.9	3.5%	7	0.05%	2.5%
08-04	25	53.7	3.2%	7	0.11%	5.9%
08-11	32	81.1	3.8%	14	0.24%	6.1%
08-25	46	138.2	4.5%	35	0.60%	6.2%
09-29	81	283.1	5.2%	91	1.67%	6.6%
12-29	172	686.7	5.9%	91	1.73%	6.7%
03-30	263	1105.4	6.2%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

07-14

6.6

2.5%

0.07%

3.7%

07-21

23.7

3.3%

0.08%

3.9%

07-28

41.9

3.5%

0.05%

2.5%

08-04

53.7

3.2%

0.11%

5.9%

08-11

81.1

3.8%

0.24%

6.1%

08-25

138.2

4.5%

0.60%

6.2%

09-29

283.1

5.2%

1.67%

6.6%

12-29

172

686.7

5.9%

1.73%

6.7%

03-30

263

1105.4

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	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