NIFTY Analytics Report - 2026-06-10 15:23:09 IST

Spot → Futures	Forward / Roll
06-16	6	21.1	5.5%	7	0.01%	0.4%
06-23	13	22.8	2.8%	7	0.05%	2.9%
06-30	20	35.5	2.8%	7	0.14%	7.2%
07-07	27	67.5	3.9%	7	0.19%	9.8%
07-14	34	111.4	5.1%	14	0.10%	2.6%
07-28	48	134.9	4.4%	28	0.44%	5.7%
08-25	76	237.9	4.9%	35	0.73%	7.6%
09-29	111	408.3	5.7%	91	1.83%	7.1%
12-29	202	832.1	6.4%	91	1.63%	6.3%
03-30	293	1209.6	6.3%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

06-16

21.1

5.5%

0.01%

0.4%

06-23

22.8

2.8%

0.05%

2.9%

06-30

35.5

2.8%

0.14%

7.2%

07-07

67.5

3.9%

0.19%

9.8%

07-14

111.4

5.1%

0.10%

2.6%

07-28

134.9

4.4%

0.44%

5.7%

08-25

237.9

4.9%

0.73%

7.6%

09-29

111

408.3

5.7%

1.83%

7.1%

12-29

202

832.1

6.4%

1.63%

6.3%

03-30

293

1209.6

6.3%

—

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

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