NIFTY Analytics Report - 2026-08-06 09:33:13 IST

Spot → Futures	Forward / Roll
08-11	5	32.1	9.5%	7	0.09%	4.4%
08-18	12	53.1	6.6%	7	0.10%	5.5%
08-25	19	78.9	6.1%	7	-0.00%	-0.0%
09-01	26	78.8	4.5%	7	0.18%	9.2%
09-08	33	122.3	5.5%	21	0.36%	6.2%
09-29	54	210.9	5.8%	28	0.53%	6.8%
10-27	82	341.5	6.1%	63	1.15%	6.6%
12-29	145	626.0	6.3%	91	1.63%	6.3%
03-30	236	1028.8	6.3%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

08-11

32.1

9.5%

0.09%

4.4%

08-18

53.1

6.6%

0.10%

5.5%

08-25

78.9

6.1%

-0.00%

-0.0%

09-01

78.8

4.5%

0.18%

9.2%

09-08

122.3

5.5%

0.36%

6.2%

09-29

210.9

5.8%

0.53%

6.8%

10-27

341.5

6.1%

1.15%

6.6%

12-29

145

626.0

6.3%

1.63%

6.3%

03-30

236

1028.8

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	9
Excluded Expiries	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	5

Excluded Expiries

Expiry	DTE	Reject Reason
2027-06-29	327	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