NIFTY Analytics Report - 2026-08-06 15:23:16 IST

Spot → Futures	Forward / Roll
08-11	5	62.3	18.4%	7	0.11%	5.7%
08-18	12	89.4	11.0%	7	0.10%	5.4%
08-25	19	114.9	9.0%	7	0.07%	3.5%
09-01	26	131.6	7.5%	7	-0.00%	-0.1%
09-08	33	131.1	5.9%	21	0.47%	8.1%
09-29	54	246.3	6.7%	28	0.54%	6.9%
10-27	82	378.5	6.8%	63	1.14%	6.4%
12-29	145	658.2	6.6%	91	1.64%	6.3%
03-30	236	1061.1	6.5%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

08-11

62.3

18.4%

0.11%

5.7%

08-18

89.4

11.0%

0.10%

5.4%

08-25

114.9

9.0%

0.07%

3.5%

09-01

131.6

7.5%

-0.00%

-0.1%

09-08

131.1

5.9%

0.47%

8.1%

09-29

246.3

6.7%

0.54%

6.9%

10-27

378.5

6.8%

1.14%

6.4%

12-29

145

658.2

6.6%

1.64%

6.3%

03-30

236

1061.1

6.5%

—

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	1
Issues (FAIL)	0
Issues (WARN)	7

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