NIFTY Analytics Report - 2026-08-06 13:03:06 IST

Spot → Futures	Forward / Roll
08-11	5	33.1	9.8%	7	0.12%	6.3%
08-18	12	62.8	7.7%	7	0.11%	5.7%
08-25	19	89.8	7.0%	7	0.10%	5.2%
09-01	26	114.5	6.5%	7	0.13%	6.8%
09-08	33	146.6	6.6%	21	0.30%	5.2%
09-29	54	220.7	6.0%	28	0.53%	6.9%
10-27	82	351.7	6.3%	63	1.16%	6.6%
12-29	145	637.9	6.4%	91	1.66%	6.5%
03-30	236	1047.4	6.4%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

08-11

33.1

9.8%

0.12%

6.3%

08-18

62.8

7.7%

0.11%

5.7%

08-25

89.8

7.0%

0.10%

5.2%

09-01

114.5

6.5%

0.13%

6.8%

09-08

146.6

6.6%

0.30%

5.2%

09-29

220.7

6.0%

0.53%

6.9%

10-27

351.7

6.3%

1.16%

6.6%

12-29

145

637.9

6.4%

1.66%

6.5%

03-30

236

1047.4

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	9
Excluded Expiries	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	4

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