NIFTY Analytics Report - 2026-06-11 13:03:09 IST

Spot → Futures	Forward / Roll
06-16	5	10.8	3.4%	7	0.04%	1.9%
06-23	12	19.3	2.5%	7	0.07%	3.8%
06-30	19	36.2	3.0%	7	0.09%	4.5%
07-07	26	56.5	3.4%	7	0.10%	5.2%
07-14	33	79.8	3.8%	14	0.21%	5.4%
07-28	47	128.3	4.3%	28	0.43%	5.6%
08-25	75	228.7	4.8%	35	0.73%	7.5%
09-29	110	399.3	5.6%	91	1.81%	7.1%
12-29	201	821.2	6.3%	91	1.36%	5.3%
03-30	292	1139.1	6.0%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

06-16

10.8

3.4%

0.04%

1.9%

06-23

19.3

2.5%

0.07%

3.8%

06-30

36.2

3.0%

0.09%

4.5%

07-07

56.5

3.4%

0.10%

5.2%

07-14

79.8

3.8%

0.21%

5.4%

07-28

128.3

4.3%

0.43%

5.6%

08-25

228.7

4.8%

0.73%

7.5%

09-29

110

399.3

5.6%

1.81%

7.1%

12-29

201

821.2

6.3%

1.36%

5.3%

03-30

292

1139.1

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	1
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