NIFTY Analytics Report - 2026-07-17 09:32:56 IST

Spot → Futures	Forward / Roll
07-21	4	-22.8	-8.6%	7	0.03%	1.4%
07-28	11	-16.1	-2.2%	7	0.04%	1.9%
08-04	18	-7.3	-0.6%	7	0.11%	5.6%
08-11	25	18.9	1.1%	7	0.11%	5.8%
08-18	32	45.8	2.2%	7	0.14%	7.3%
08-25	39	79.6	3.1%	35	0.61%	6.3%
09-29	74	227.1	4.6%	91	1.63%	6.4%
12-29	165	620.8	5.6%	91	1.64%	6.4%
03-30	256	1017.4	5.9%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

07-21

-22.8

-8.6%

0.03%

1.4%

07-28

-16.1

-2.2%

0.04%

1.9%

08-04

-7.3

-0.6%

0.11%

5.6%

08-11

18.9

1.1%

0.11%

5.8%

08-18

45.8

2.2%

0.14%

7.3%

08-25

79.6

3.1%

0.61%

6.3%

09-29

227.1

4.6%

1.63%

6.4%

12-29

165

620.8

5.6%

1.64%

6.4%

03-30

256

1017.4

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	9
Excluded Expiries	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	6

Excluded Expiries

Expiry	DTE	Reject Reason
2027-06-29	347	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