NIFTY Analytics Report - 2026-07-17 15:23:00 IST

Spot → Futures	Forward / Roll
07-21	4	-42.2	-15.8%	7	0.05%	2.5%
07-28	11	-30.5	-4.2%	7	0.05%	2.4%
08-04	18	-19.3	-1.6%	7	0.11%	5.7%
08-11	25	7.2	0.4%	7	0.12%	6.3%
08-18	32	36.6	1.7%	7	0.14%	7.4%
08-25	39	71.1	2.7%	35	0.59%	6.1%
09-29	74	214.2	4.3%	91	1.68%	6.6%
12-29	165	621.8	5.6%	91	1.62%	6.3%
03-30	256	1015.2	5.8%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

07-21

-42.2

-15.8%

0.05%

2.5%

07-28

-30.5

-4.2%

0.05%

2.4%

08-04

-19.3

-1.6%

0.11%

5.7%

08-11

7.2

0.4%

0.12%

6.3%

08-18

36.6

1.7%

0.14%

7.4%

08-25

71.1

2.7%

0.59%

6.1%

09-29

214.2

4.3%

1.68%

6.6%

12-29

165

621.8

5.6%

1.62%

6.3%

03-30

256

1015.2

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