NIFTY Analytics Report - 2026-07-29 13:02:44 IST

Spot → Futures	Forward / Roll
08-04	6	-9.9	-2.5%	7	0.09%	4.7%
08-11	13	11.7	1.4%	7	0.10%	5.2%
08-18	20	36.0	2.7%	7	0.12%	6.1%
08-25	27	64.4	3.6%	7	0.10%	5.0%
09-01	34	87.7	3.9%	28	0.44%	5.7%
09-29	62	194.2	4.7%	91	1.54%	6.1%
12-29	153	567.9	5.5%	91	1.69%	6.6%
03-30	244	976.4	5.9%	—	—	—

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	8
Excluded Expiries	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	3

Excluded Expiries

Expiry	DTE	Reject Reason
2027-06-29	335	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