NIFTY Analytics Report - 2026-07-13 09:32:55 IST

Spot → Futures	Forward / Roll
07-21	8	-3.5	-0.7%	7	0.07%	3.6%
07-28	15	12.9	1.3%	7	0.04%	2.3%
08-04	22	23.4	1.6%	7	0.14%	7.3%
08-11	29	57.1	3.0%	14	0.25%	6.5%
08-25	43	116.9	4.1%	35	0.60%	6.2%
09-29	78	260.9	5.1%	91	1.73%	6.8%
12-29	169	675.8	6.0%	91	1.63%	6.3%
03-30	260	1066.3	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	8
Excluded Expiries	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	9

Excluded Expiries

Expiry	DTE	Reject Reason
2027-06-29	351	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