NIFTY Analytics Report - 2026-06-04 15:23:14 IST

Spot → Futures	Forward / Roll
06-09	5	74.7	23.3%	7	0.11%	5.5%
06-16	12	99.6	12.9%	7	0.00%	0.2%
06-23	19	100.5	8.2%	7	0.01%	0.7%
06-30	26	103.5	6.2%	7	0.00%	0.0%
07-07	33	103.7	4.9%	21	0.45%	7.8%
07-28	54	210.1	6.0%	28	0.43%	5.5%
08-25	82	309.8	5.9%	35	0.76%	7.8%
09-29	117	487.2	6.4%	91	2.01%	7.8%
12-29	208	958.8	7.0%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

06-09

74.7

23.3%

0.11%

5.5%

06-16

99.6

12.9%

0.00%

0.2%

06-23

100.5

8.2%

0.01%

0.7%

06-30

103.5

6.2%

0.00%

0.0%

07-07

103.7

4.9%

0.45%

7.8%

07-28

210.1

6.0%

0.43%

5.5%

08-25

309.8

5.9%

0.76%

7.8%

09-29

117

487.2

6.4%

2.01%

7.8%

12-29

208

958.8

7.0%

—

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	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