NIFTY Analytics Report - 2026-06-05 15:23:08 IST

Spot → Futures	Forward / Roll
06-09	4	67.7	26.4%	7	0.12%	6.0%
06-16	11	94.8	13.4%	7	0.01%	0.4%
06-23	18	96.5	8.4%	7	0.04%	1.8%
06-30	25	104.8	6.5%	7	0.14%	7.1%
07-07	32	136.8	6.7%	21	0.30%	5.2%
07-28	53	207.2	6.1%	28	0.44%	5.7%
08-25	81	310.0	5.9%	35	0.76%	7.8%
09-29	116	488.4	6.5%	91	1.99%	7.8%
12-29	207	954.4	7.1%	91	2.42%	9.2%
03-30	298	1520.7	7.7%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

06-09

67.7

26.4%

0.12%

6.0%

06-16

94.8

13.4%

0.01%

0.4%

06-23

96.5

8.4%

0.04%

1.8%

06-30

104.8

6.5%

0.14%

7.1%

07-07

136.8

6.7%

0.30%

5.2%

07-28

207.2

6.1%

0.44%

5.7%

08-25

310.0

5.9%

0.76%

7.8%

09-29

116

488.4

6.5%

1.99%

7.8%

12-29

207

954.4

7.1%

2.42%

9.2%

03-30

298

1520.7

7.7%

—

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	10
Excluded Expiries	0
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	6

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