NIFTY Analytics Report - 2026-06-04 13:03:29 IST

Spot → Futures	Forward / Roll
06-09	5	26.6	8.3%	7	0.12%	6.3%
06-16	12	54.7	7.1%	7	0.02%	0.9%
06-23	19	58.6	4.8%	7	0.02%	0.9%
06-30	26	62.4	3.7%	7	0.06%	2.9%
07-07	33	75.5	3.6%	21	0.40%	6.9%
07-28	54	169.0	4.9%	28	0.43%	5.6%
08-25	82	270.0	5.1%	35	0.76%	7.8%
09-29	117	448.1	5.9%	91	2.03%	7.9%
12-29	208	923.4	6.8%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

06-09

26.6

8.3%

0.12%

6.3%

06-16

54.7

7.1%

0.02%

0.9%

06-23

58.6

4.8%

0.02%

0.9%

06-30

62.4

3.7%

0.06%

2.9%

07-07

75.5

3.6%

0.40%

6.9%

07-28

169.0

4.9%

0.43%

5.6%

08-25

270.0

5.1%

0.76%

7.8%

09-29

117

448.1

5.9%

2.03%

7.9%

12-29

208

923.4

6.8%

—

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	0
Issues (FAIL)	0
Issues (WARN)	7

Excluded Expiries

Expiry	DTE	Reject Reason
2027-03-30	299	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