NIFTY Analytics Report - 2026-02-16 13:00:23 IST

Spot → Futures	Forward / Roll
02-24	8	35.3	6.3%	6	0.15%	9.0%
03-02	14	73.2	7.5%	8	0.14%	6.6%
03-10	22	110.1	7.1%	7	0.14%	7.3%
03-17	29	146.2	7.2%	13	0.19%	5.4%
03-30	42	195.2	6.6%	29	0.60%	7.4%
04-28	71	348.0	7.0%	63	1.14%	6.5%
06-30	134	639.4	6.7%	91	1.72%	6.7%
09-29	225	1080.4	6.7%	91	1.77%	6.8%
12-29	316	1532.5	6.7%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

02-24

35.3

6.3%

0.15%

9.0%

03-02

73.2

7.5%

0.14%

6.6%

03-10

110.1

7.1%

0.14%

7.3%

03-17

146.2

7.2%

0.19%

5.4%

03-30

195.2

6.6%

0.60%

7.4%

04-28

348.0

7.0%

1.14%

6.5%

06-30

134

639.4

6.7%

1.72%

6.7%

09-29

225

1080.4

6.7%

1.77%

6.8%

12-29

316

1532.5

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)	5

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