NIFTY Analytics Report - 2026-07-22 15:23:15 IST

Spot → Futures	Forward / Roll
07-28	6	-17.4	-4.4%	7	0.06%	3.2%
08-04	13	-2.5	-0.3%	7	0.11%	5.9%
08-11	20	24.6	1.9%	7	0.10%	5.3%
08-18	27	48.9	2.8%	7	0.13%	6.5%
08-25	34	78.9	3.5%	7	0.16%	8.2%
09-01	41	116.7	4.3%	28	0.45%	5.8%
09-29	69	224.2	4.9%	91	1.72%	6.8%
12-29	160	637.2	6.0%	91	1.65%	6.4%
03-30	251	1032.8	6.1%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

07-28

-17.4

-4.4%

0.06%

3.2%

08-04

-2.5

-0.3%

0.11%

5.9%

08-11

24.6

1.9%

0.10%

5.3%

08-18

48.9

2.8%

0.13%

6.5%

08-25

78.9

3.5%

0.16%

8.2%

09-01

116.7

4.3%

0.45%

5.8%

09-29

224.2

4.9%

1.72%

6.8%

12-29

160

637.2

6.0%

1.65%

6.4%

03-30

251

1032.8

6.1%

—

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	1
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