NIFTY Analytics Report - 2026-07-30 09:33:01 IST

Spot → Futures	Forward / Roll
08-04	5	-15.6	-4.7%	7	0.07%	3.9%
08-11	12	2.3	0.3%	7	0.10%	5.1%
08-18	19	25.8	2.0%	7	0.12%	6.2%
08-25	26	54.8	3.2%	7	0.11%	5.8%
09-01	33	81.7	3.7%	28	0.42%	5.5%
09-29	61	184.4	4.5%	28	0.49%	6.3%
10-27	89	302.1	5.1%	63	1.10%	6.3%
12-29	152	568.5	5.6%	91	1.64%	6.4%
03-30	243	967.2	5.9%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

08-04

-15.6

-4.7%

0.07%

3.9%

08-11

2.3

0.3%

0.10%

5.1%

08-18

25.8

2.0%

0.12%

6.2%

08-25

54.8

3.2%

0.11%

5.8%

09-01

81.7

3.7%

0.42%

5.5%

09-29

184.4

4.5%

0.49%

6.3%

10-27

302.1

5.1%

1.10%

6.3%

12-29

152

568.5

5.6%

1.64%

6.4%

03-30

243

967.2

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	9
Excluded Expiries	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	3

Excluded Expiries

Expiry	DTE	Reject Reason
2027-06-29	334	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