NIFTY Analytics Report - 2026-07-22 09:34:55 IST

Spot → Futures	Forward / Roll
07-28	6	-2.9	-0.7%	7	0.05%	2.9%
08-04	13	10.3	1.2%	7	0.12%	6.4%
08-11	20	39.7	3.0%	7	0.18%	9.6%
08-18	27	84.0	4.7%	7	0.04%	1.8%
08-25	34	92.5	4.1%	35	0.61%	6.3%
09-29	69	239.3	5.2%	91	1.72%	6.8%
12-29	160	652.1	6.1%	91	1.62%	6.3%
03-30	251	1042.4	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	8
Excluded Expiries	2
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	6

Excluded Expiries

Expiry	DTE	Reject Reason
2026-09-01	41	iv_convergence
2027-06-29	342	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