NIFTY Analytics Report - 2026-06-23 15:23:29 IST

Spot → Futures	Forward / Roll
06-30	7	36.8	8.0%	7	0.16%	8.1%
07-07	14	74.0	8.1%	7	0.13%	6.6%
07-14	21	104.0	7.6%	7	0.09%	4.6%
07-21	28	125.1	6.8%	7	0.07%	3.7%
07-28	35	142.0	6.2%	28	0.48%	6.2%
08-25	63	255.8	6.2%	35	0.66%	6.8%
09-29	98	412.4	6.4%	91	1.84%	7.2%
12-29	189	850.7	6.8%	91	1.92%	7.4%
03-30	280	1308.0	7.0%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

06-30

36.8

8.0%

0.16%

8.1%

07-07

74.0

8.1%

0.13%

6.6%

07-14

104.0

7.6%

0.09%

4.6%

07-21

125.1

6.8%

0.07%

3.7%

07-28

142.0

6.2%

0.48%

6.2%

08-25

255.8

6.2%

0.66%

6.8%

09-29

412.4

6.4%

1.84%

7.2%

12-29

189

850.7

6.8%

1.92%

7.4%

03-30

280

1308.0

7.0%

—

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	9
Excluded Expiries	0
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	11

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