NIFTY Analytics Report - 2026-07-30 15:22:50 IST

Spot → Futures	Forward / Roll
08-04	5	-36.9	-11.1%	7	0.08%	4.2%
08-11	12	-17.3	-2.2%	7	0.09%	4.7%
08-18	19	4.8	0.4%	7	0.13%	6.7%
08-25	26	36.2	2.1%	7	0.10%	5.0%
09-01	33	59.6	2.7%	28	0.43%	5.6%
09-29	61	163.8	4.0%	28	0.53%	6.8%
10-27	89	291.5	4.9%	63	1.05%	6.0%
12-29	152	546.5	5.3%	91	1.63%	6.3%
03-30	243	942.1	5.7%	—	—	—

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)	2

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