NIFTY Analytics Report - 2026-02-09 13:00:14 IST

Spot → Futures	Forward / Roll
02-17	8	36.2	6.4%	7	0.11%	5.9%
02-24	15	65.6	6.2%	6	0.14%	8.3%
03-02	21	100.8	6.8%	8	0.13%	6.0%
03-10	29	135.0	6.6%	20	0.36%	6.5%
03-30	49	227.9	6.5%	29	0.57%	7.1%
04-28	78	375.0	6.7%	63	1.19%	6.8%
06-30	141	682.9	6.8%	91	1.75%	6.8%
09-29	232	1135.3	6.8%	91	1.75%	6.7%
12-29	323	1588.7	6.7%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

02-17

36.2

6.4%

0.11%

5.9%

02-24

65.6

6.2%

0.14%

8.3%

03-02

100.8

6.8%

0.13%

6.0%

03-10

135.0

6.6%

0.36%

6.5%

03-30

227.9

6.5%

0.57%

7.1%

04-28

375.0

6.7%

1.19%

6.8%

06-30

141

682.9

6.8%

1.75%

6.8%

09-29

232

1135.3

6.8%

1.75%

6.7%

12-29

323

1588.7

6.7%

—

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	0
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	4

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

Export Files

Useful jq Queries