NIFTY Analytics Report - 2026-05-18 15:22:41 IST

Spot → Futures	Forward / Roll
05-26	8	4.9	1.0%	7	0.09%	4.5%
06-02	15	25.5	2.6%	7	0.12%	6.4%
06-09	22	54.4	3.8%	7	-0.33%	-17.5%
06-16	29	-24.7	-1.3%	14	0.52%	13.5%
06-30	43	97.3	3.5%	28	0.47%	6.1%
07-28	71	208.2	4.5%	63	1.31%	7.5%
09-29	134	516.6	5.9%	91	1.91%	7.4%
12-29	225	967.8	6.5%	91	3.10%	11.8%
03-30	316	1700.7	8.0%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

05-26

4.9

1.0%

0.09%

4.5%

06-02

25.5

2.6%

0.12%

6.4%

06-09

54.4

3.8%

-0.33%

-17.5%

06-16

-24.7

-1.3%

0.52%

13.5%

06-30

97.3

3.5%

0.47%

6.1%

07-28

208.2

4.5%

1.31%

7.5%

09-29

134

516.6

5.9%

1.91%

7.4%

12-29

225

967.8

6.5%

3.10%

11.8%

03-30

316

1700.7

8.0%

—

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)	9

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