NIFTY Analytics Report - 2026-08-05 09:33:05 IST

Spot → Futures	Forward / Roll
08-11	6	39.1	9.7%	7	0.08%	4.3%
08-18	13	59.6	6.8%	7	0.11%	5.9%
08-25	20	87.5	6.5%	7	0.08%	4.2%
09-01	27	107.3	5.9%	28	0.45%	5.8%
09-29	55	217.7	5.8%	28	0.53%	6.9%
10-27	83	349.4	6.2%	63	1.11%	6.3%
12-29	146	622.4	6.2%	91	1.66%	6.5%
03-30	237	1031.7	6.3%	—	—	—

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)	5

Excluded Expiries

Expiry	DTE	Reject Reason
2027-06-29	328	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