NIFTY Analytics Report - 2026-06-03 15:23:13 IST

Spot → Futures	Forward / Roll
06-09	6	80.7	20.9%	7	0.11%	5.7%
06-16	13	106.1	12.7%	7	0.01%	0.4%
06-23	20	107.8	8.4%	7	0.04%	1.8%
06-30	27	116.1	6.7%	7	0.53%	27.6%
07-07	34	241.0	11.0%	21	-0.09%	-1.5%
07-28	55	220.1	6.2%	28	0.45%	5.8%
08-25	83	325.9	6.1%	35	0.76%	7.8%
09-29	118	503.7	6.6%	91	2.09%	8.1%
12-29	209	992.1	7.3%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

06-09

80.7

20.9%

0.11%

5.7%

06-16

106.1

12.7%

0.01%

0.4%

06-23

107.8

8.4%

0.04%

1.8%

06-30

116.1

6.7%

0.53%

27.6%

07-07

241.0

11.0%

-0.09%

-1.5%

07-28

220.1

6.2%

0.45%

5.8%

08-25

325.9

6.1%

0.76%

7.8%

09-29

118

503.7

6.6%

2.09%

8.1%

12-29

209

992.1

7.3%

—

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)	9

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	300	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