NIFTY Analytics Report - 2026-07-31 15:22:40 IST

Spot → Futures	Forward / Roll
08-04	4	-1.8	-0.7%	7	0.08%	4.4%
08-11	11	18.6	2.5%	7	0.09%	4.5%
08-18	18	39.8	3.3%	7	0.12%	6.5%
08-25	25	70.3	4.2%	7	0.11%	5.8%
09-01	32	97.4	4.5%	28	0.42%	5.4%
09-29	60	199.1	5.0%	28	0.51%	6.5%
10-27	88	322.6	5.5%	63	1.05%	6.0%
12-29	151	577.8	5.7%	91	1.60%	6.2%
03-30	242	968.1	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)	2

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