NIFTY Analytics Report - 2026-02-23 13:00:21 IST

Spot → Futures	Forward / Roll
03-02	7	28.8	5.9%	8	0.15%	6.8%
03-10	15	67.3	6.4%	7	0.14%	7.2%
03-17	22	102.9	6.7%	7	0.10%	5.0%
03-24	29	127.8	6.3%	6	0.10%	5.9%
03-30	35	152.7	6.2%	29	0.57%	7.1%
04-28	64	298.2	6.6%	63	1.09%	6.2%
06-30	127	576.4	6.4%	91	1.77%	6.9%
09-29	218	1029.5	6.6%	91	1.69%	6.5%
12-29	309	1463.2	6.6%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

03-02

28.8

5.9%

0.15%

6.8%

03-10

67.3

6.4%

0.14%

7.2%

03-17

102.9

6.7%

0.10%

5.0%

03-24

127.8

6.3%

0.10%

5.9%

03-30

152.7

6.2%

0.57%

7.1%

04-28

298.2

6.6%

1.09%

6.2%

06-30

127

576.4

6.4%

1.77%

6.9%

09-29

218

1029.5

6.6%

1.69%

6.5%

12-29

309

1463.2

6.6%

—

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)	8

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