NIFTY Analytics Report - 2026-07-24 13:02:54 IST

Spot → Futures	Forward / Roll
07-28	4	30.7	11.8%	7	0.03%	1.6%
08-04	11	38.2	5.3%	7	0.08%	4.4%
08-11	18	58.1	5.0%	7	0.08%	4.3%
08-18	25	77.7	4.8%	7	0.09%	4.5%
08-25	32	98.2	4.7%	7	1.94%	100.0%
09-01	39	560.6	21.8%	28	-1.34%	-17.2%
09-29	67	240.7	5.5%	91	1.72%	6.8%
12-29	158	650.8	6.2%	91	1.56%	6.0%
03-30	249	1022.1	6.2%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

07-28

30.7

11.8%

0.03%

1.6%

08-04

38.2

5.3%

0.08%

4.4%

08-11

58.1

5.0%

0.08%

4.3%

08-18

77.7

4.8%

0.09%

4.5%

08-25

98.2

4.7%

1.94%

100.0%

09-01

560.6

21.8%

-1.34%

-17.2%

09-29

240.7

5.5%

1.72%

6.8%

12-29

158

650.8

6.2%

1.56%

6.0%

03-30

249

1022.1

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	1
Issues (FAIL)	0
Issues (WARN)	7

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