NIFTY Analytics Report - 2026-07-23 13:03:18 IST

Spot → Futures	Forward / Roll
07-28	5	-6.1	-1.9%	7	0.04%	2.2%
08-04	12	3.8	0.5%	7	0.11%	5.8%
08-11	19	30.5	2.5%	7	0.10%	5.0%
08-18	26	53.6	3.2%	7	0.05%	2.6%
08-25	33	65.3	3.0%	7	0.16%	8.5%
09-01	40	104.2	4.0%	28	0.46%	5.9%
09-29	68	213.7	4.8%	91	1.80%	7.1%
12-29	159	642.2	6.1%	91	1.61%	6.3%
03-30	250	1027.4	6.2%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

07-28

-6.1

-1.9%

0.04%

2.2%

08-04

3.8

0.5%

0.11%

5.8%

08-11

30.5

2.5%

0.10%

5.0%

08-18

53.6

3.2%

0.05%

2.6%

08-25

65.3

3.0%

0.16%

8.5%

09-01

104.2

4.0%

0.46%

5.9%

09-29

213.7

4.8%

1.80%

7.1%

12-29

159

642.2

6.1%

1.61%

6.3%

03-30

250

1027.4

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	9
Excluded Expiries	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	7

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