NIFTY Analytics Report - 2026-07-24 09:33:32 IST

Spot → Futures	Forward / Roll
07-28	4	9.9	3.8%	7	0.02%	1.2%
08-04	11	15.5	2.2%	7	0.09%	4.5%
08-11	18	35.8	3.1%	7	0.11%	5.5%
08-18	25	61.0	3.8%	7	0.05%	2.5%
08-25	32	72.4	3.5%	7	0.15%	7.5%
09-01	39	106.8	4.2%	28	0.49%	6.4%
09-29	67	223.0	5.1%	91	1.80%	7.1%
12-29	158	649.8	6.2%	91	1.63%	6.3%
03-30	249	1036.8	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)	11

Excluded Expiries

Expiry	DTE	Reject Reason
2027-06-29	340	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