NIFTY Analytics Report - 2026-07-22 13:04:17 IST

Spot → Futures	Forward / Roll
07-28	6	-12.3	-3.1%	7	0.07%	3.7%
08-04	13	4.8	0.6%	7	0.12%	6.4%
08-11	20	34.3	2.6%	7	0.10%	5.4%
08-18	27	59.4	3.3%	7	0.13%	6.6%
08-25	34	89.8	4.0%	7	0.14%	7.1%
09-01	41	122.7	4.5%	28	0.48%	6.2%
09-29	69	236.9	5.2%	91	1.74%	6.8%
12-29	160	653.7	6.1%	91	1.61%	6.3%
03-30	251	1041.1	6.2%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

07-28

-12.3

-3.1%

0.07%

3.7%

08-04

4.8

0.6%

0.12%

6.4%

08-11

34.3

2.6%

0.10%

5.4%

08-18

59.4

3.3%

0.13%

6.6%

08-25

89.8

4.0%

0.14%

7.1%

09-01

122.7

4.5%

0.48%

6.2%

09-29

236.9

5.2%

1.74%

6.8%

12-29

160

653.7

6.1%

1.61%

6.3%

03-30

251

1041.1

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)	7

Excluded Expiries

Expiry	DTE	Reject Reason
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