NIFTY Analytics Report - 2026-08-05 15:23:22 IST

Spot → Futures	Forward / Roll
08-11	6	40.0	9.9%	7	0.09%	4.8%
08-18	13	62.8	7.2%	7	0.09%	4.7%
08-25	20	84.9	6.3%	7	0.07%	3.7%
09-01	27	102.5	5.6%	28	0.48%	6.3%
09-29	55	221.6	6.0%	28	0.53%	6.9%
10-27	83	352.9	6.3%	63	1.17%	6.6%
12-29	146	639.2	6.4%	91	1.63%	6.3%
03-30	237	1039.8	6.4%	—	—	—

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