NIFTY Analytics Report - 2026-07-31 09:32:50 IST

Spot → Futures	Forward / Roll
08-04	4	1.4	0.5%	7	0.08%	4.1%
08-11	11	20.6	2.8%	7	0.08%	4.4%
08-18	18	41.1	3.4%	7	0.12%	6.3%
08-25	25	70.3	4.2%	7	0.12%	6.4%
09-01	32	100.2	4.7%	28	0.41%	5.3%
09-29	60	199.5	5.0%	28	0.51%	6.5%
10-27	88	323.0	5.5%	63	1.07%	6.1%
12-29	151	583.8	5.7%	91	1.62%	6.3%
03-30	242	979.1	6.0%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

08-04

1.4

0.5%

0.08%

4.1%

08-11

20.6

2.8%

0.08%

4.4%

08-18

41.1

3.4%

0.12%

6.3%

08-25

70.3

4.2%

0.12%

6.4%

09-01

100.2

4.7%

0.41%

5.3%

09-29

199.5

5.0%

0.51%

6.5%

10-27

323.0

5.5%

1.07%

6.1%

12-29

151

583.8

5.7%

1.62%

6.3%

03-30

242

979.1

6.0%

—

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)	5

Excluded Expiries

Expiry	DTE	Reject Reason
2027-06-29	333	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