NIFTY Analytics Report - 2026-07-10 15:22:59 IST

Spot → Futures	Forward / Roll
07-14	4	-10.6	-4.0%	7	0.08%	4.1%
07-21	11	8.4	1.2%	7	0.09%	4.5%
07-28	18	29.1	2.4%	7	0.04%	2.1%
08-04	25	39.1	2.4%	7	0.12%	6.1%
08-11	32	67.3	3.2%	14	0.24%	6.2%
08-25	46	125.5	4.1%	35	0.60%	6.2%
09-29	81	271.3	5.0%	91	1.66%	6.5%
12-29	172	673.6	5.8%	91	1.71%	6.6%
03-30	263	1086.8	6.1%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

07-14

-10.6

-4.0%

0.08%

4.1%

07-21

8.4

1.2%

0.09%

4.5%

07-28

29.1

2.4%

0.04%

2.1%

08-04

39.1

2.4%

0.12%

6.1%

08-11

67.3

3.2%

0.24%

6.2%

08-25

125.5

4.1%

0.60%

6.2%

09-29

271.3

5.0%

1.66%

6.5%

12-29

172

673.6

5.8%

1.71%

6.6%

03-30

263

1086.8

6.1%

—

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