NIFTY Analytics Report - 2026-06-10 13:03:00 IST

Spot → Futures	Forward / Roll
06-16	6	14.7	3.8%	7	0.03%	1.5%
06-23	13	21.6	2.6%	7	0.05%	2.7%
06-30	20	33.7	2.6%	7	0.11%	5.6%
07-07	27	58.9	3.4%	7	-0.07%	-3.7%
07-14	34	42.2	1.9%	14	0.39%	10.1%
07-28	48	133.1	4.3%	28	0.42%	5.5%
08-25	76	232.3	4.8%	35	0.75%	7.7%
09-29	111	406.7	5.7%	91	1.87%	7.3%
12-29	202	844.9	6.4%	91	1.34%	5.2%
03-30	293	1158.9	6.0%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

06-16

14.7

3.8%

0.03%

1.5%

06-23

21.6

2.6%

0.05%

2.7%

06-30

33.7

2.6%

0.11%

5.6%

07-07

58.9

3.4%

-0.07%

-3.7%

07-14

42.2

1.9%

0.39%

10.1%

07-28

133.1

4.3%

0.42%

5.5%

08-25

232.3

4.8%

0.75%

7.7%

09-29

111

406.7

5.7%

1.87%

7.3%

12-29

202

844.9

6.4%

1.34%

5.2%

03-30

293

1158.9

6.0%

—

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	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