NIFTY Analytics Report - 2026-08-03 15:22:45 IST

Spot → Futures	Forward / Roll
08-11	8	17.0	3.1%	7	0.06%	3.4%
08-18	15	32.8	3.3%	7	0.11%	5.5%
08-25	22	58.8	4.0%	7	0.10%	5.4%
09-01	29	84.3	4.3%	28	0.43%	5.6%
09-29	57	190.3	4.9%	28	0.53%	6.8%
10-27	85	320.1	5.6%	63	1.06%	6.0%
12-29	148	580.1	5.8%	91	1.63%	6.4%
03-30	239	981.2	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	8
Excluded Expiries	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	2

Excluded Expiries

Expiry	DTE	Reject Reason
2027-06-29	330	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