NIFTY Analytics Report - 2026-07-15 13:02:53 IST

Spot → Futures	Forward / Roll
07-21	6	-33.1	-8.4%	7	0.07%	3.7%
07-28	13	-16.0	-1.9%	7	0.09%	4.6%
08-04	20	5.3	0.4%	7	0.14%	7.4%
08-11	27	39.4	2.2%	14	0.21%	5.5%
08-25	41	90.6	3.4%	35	0.62%	6.4%
09-29	76	239.1	4.8%	91	1.69%	6.7%
12-29	167	645.8	5.8%	91	1.60%	6.2%
03-30	258	1030.0	5.9%	—	—	—

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)	10

Excluded Expiries

Expiry	DTE	Reject Reason
2027-06-29	349	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