NIFTY Analytics Report - 2026-07-23 15:23:08 IST

Spot → Futures	Forward / Roll
07-28	5	11.6	3.6%	7	0.02%	0.8%
08-04	12	15.3	2.0%	7	0.09%	4.8%
08-11	19	37.2	3.0%	7	0.09%	4.7%
08-18	26	58.8	3.5%	7	0.07%	3.5%
08-25	33	74.9	3.5%	7	0.15%	7.8%
09-01	40	110.9	4.2%	28	0.45%	5.8%
09-29	68	217.7	4.9%	91	1.78%	7.0%
12-29	159	642.5	6.1%	91	1.61%	6.3%
03-30	250	1027.9	6.2%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

07-28

11.6

3.6%

0.02%

0.8%

08-04

15.3

2.0%

0.09%

4.8%

08-11

37.2

3.0%

0.09%

4.7%

08-18

58.8

3.5%

0.07%

3.5%

08-25

74.9

3.5%

0.15%

7.8%

09-01

110.9

4.2%

0.45%

5.8%

09-29

217.7

4.9%

1.78%

7.0%

12-29

159

642.5

6.1%

1.61%

6.3%

03-30

250

1027.9

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)	6

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