NIFTY Analytics Report - 2026-07-16 09:32:53 IST

Spot → Futures	Forward / Roll
07-21	5	13.3	4.0%	7	0.04%	1.9%
07-28	12	22.3	2.8%	7	0.04%	1.9%
08-04	19	30.9	2.5%	7	0.13%	6.8%
08-11	26	62.3	3.6%	7	0.10%	5.4%
08-18	33	87.5	4.0%	7	0.13%	7.0%
08-25	40	120.0	4.5%	35	0.63%	6.5%
09-29	75	271.1	5.4%	91	1.62%	6.4%
12-29	166	662.7	6.0%	91	1.70%	6.6%
03-30	257	1072.5	6.2%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

07-21

13.3

4.0%

0.04%

1.9%

07-28

22.3

2.8%

0.04%

1.9%

08-04

30.9

2.5%

0.13%

6.8%

08-11

62.3

3.6%

0.10%

5.4%

08-18

87.5

4.0%

0.13%

7.0%

08-25

120.0

4.5%

0.63%

6.5%

09-29

271.1

5.4%

1.62%

6.4%

12-29

166

662.7

6.0%

1.70%

6.6%

03-30

257

1072.5

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	348	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