NIFTY Analytics Report - 2026-07-16 13:02:58 IST

Spot → Futures	Forward / Roll
07-21	5	1.8	0.5%	7	0.04%	2.1%
07-28	12	11.5	1.4%	7	0.05%	2.8%
08-04	19	24.5	2.0%	7	0.12%	6.1%
08-11	26	52.9	3.1%	7	0.12%	6.4%
08-18	33	82.5	3.8%	7	0.13%	6.7%
08-25	40	113.4	4.3%	35	0.63%	6.5%
09-29	75	264.6	5.3%	91	1.68%	6.6%
12-29	166	670.0	6.0%	91	1.69%	6.5%
03-30	257	1077.5	6.2%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

07-21

1.8

0.5%

0.04%

2.1%

07-28

11.5

1.4%

0.05%

2.8%

08-04

24.5

2.0%

0.12%

6.1%

08-11

52.9

3.1%

0.12%

6.4%

08-18

82.5

3.8%

0.13%

6.7%

08-25

113.4

4.3%

0.63%

6.5%

09-29

264.6

5.3%

1.68%

6.6%

12-29

166

670.0

6.0%

1.69%

6.5%

03-30

257

1077.5

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)	5

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