NIFTY Analytics Report - 2026-07-24 15:23:20 IST

Spot → Futures	Forward / Roll
07-28	4	38.6	14.8%	7	0.04%	2.2%
08-04	11	48.8	6.8%	7	0.10%	5.0%
08-11	18	71.7	6.1%	7	-0.06%	-3.0%
08-18	25	57.8	3.5%	7	0.21%	11.0%
08-25	32	108.2	5.2%	7	0.14%	7.5%
09-01	39	142.4	5.6%	28	0.44%	5.8%
09-29	67	248.1	5.7%	91	1.79%	7.1%
12-29	158	674.4	6.5%	91	1.58%	6.1%
03-30	249	1050.7	6.3%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

07-28

38.6

14.8%

0.04%

2.2%

08-04

48.8

6.8%

0.10%

5.0%

08-11

71.7

6.1%

-0.06%

-3.0%

08-18

57.8

3.5%

0.21%

11.0%

08-25

108.2

5.2%

0.14%

7.5%

09-01

142.4

5.6%

0.44%

5.8%

09-29

248.1

5.7%

1.79%

7.1%

12-29

158

674.4

6.5%

1.58%

6.1%

03-30

249

1050.7

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)	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