NIFTY Analytics Report - 2026-07-23 09:32:50 IST

Spot → Futures	Forward / Roll
07-28	5	4.2	1.3%	7	0.05%	2.8%
08-04	12	17.1	2.2%	7	0.12%	6.0%
08-11	19	44.9	3.6%	7	0.10%	5.4%
08-18	26	69.8	4.1%	7	0.11%	5.7%
08-25	33	96.0	4.4%	7	0.13%	6.7%
09-01	40	127.0	4.8%	28	0.50%	6.4%
09-29	68	245.9	5.5%	91	1.75%	6.9%
12-29	159	665.1	6.3%	91	1.66%	6.4%
03-30	250	1061.2	6.3%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

07-28

4.2

1.3%

0.05%

2.8%

08-04

17.1

2.2%

0.12%

6.0%

08-11

44.9

3.6%

0.10%

5.4%

08-18

69.8

4.1%

0.11%

5.7%

08-25

96.0

4.4%

0.13%

6.7%

09-01

127.0

4.8%

0.50%

6.4%

09-29

245.9

5.5%

1.75%

6.9%

12-29

159

665.1

6.3%

1.66%

6.4%

03-30

250

1061.2

6.3%

—

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)	8

Excluded Expiries

Expiry	DTE	Reject Reason
2027-06-29	341	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