NIFTY Analytics Report - 2026-07-17 13:02:54 IST

Spot → Futures	Forward / Roll
07-21	4	-42.3	-15.9%	7	0.04%	2.3%
07-28	11	-31.5	-4.3%	7	0.04%	2.0%
08-04	18	-22.2	-1.9%	7	0.11%	6.0%
08-11	25	5.6	0.3%	7	0.11%	5.5%
08-18	32	31.3	1.5%	7	0.14%	7.5%
08-25	39	66.1	2.5%	35	0.59%	6.2%
09-29	74	210.6	4.3%	91	1.62%	6.4%
12-29	165	603.4	5.4%	91	1.66%	6.5%
03-30	256	1007.7	5.8%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

07-21

-42.3

-15.9%

0.04%

2.3%

07-28

-31.5

-4.3%

0.04%

2.0%

08-04

-22.2

-1.9%

0.11%

6.0%

08-11

5.6

0.3%

0.11%

5.5%

08-18

31.3

1.5%

0.14%

7.5%

08-25

66.1

2.5%

0.59%

6.2%

09-29

210.6

4.3%

1.62%

6.4%

12-29

165

603.4

5.4%

1.66%

6.5%

03-30

256

1007.7

5.8%

—

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	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