NIFTY Analytics Report - 2026-06-15 13:02:59 IST

Spot → Futures	Forward / Roll
06-23	8	12.4	2.4%	7	0.09%	4.9%
06-30	15	35.1	3.6%	7	0.11%	5.6%
07-07	22	60.8	4.2%	7	0.09%	4.7%
07-14	29	82.4	4.3%	14	0.23%	6.1%
07-28	43	138.2	4.9%	28	0.42%	5.4%
08-25	71	238.2	5.1%	35	0.62%	6.4%
09-29	106	386.9	5.5%	91	1.85%	7.2%
12-29	197	828.3	6.3%	91	1.83%	7.0%
03-30	288	1265.6	6.5%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

06-23

12.4

2.4%

0.09%

4.9%

06-30

35.1

3.6%

0.11%

5.6%

07-07

60.8

4.2%

0.09%

4.7%

07-14

82.4

4.3%

0.23%

6.1%

07-28

138.2

4.9%

0.42%

5.4%

08-25

238.2

5.1%

0.62%

6.4%

09-29

106

386.9

5.5%

1.85%

7.2%

12-29

197

828.3

6.3%

1.83%

7.0%

03-30

288

1265.6

6.5%

—

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	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