NIFTY Analytics Report - 2026-06-24 09:33:27 IST

Spot → Futures	Forward / Roll
06-30	6	7.3	1.9%	7	0.10%	5.0%
07-07	13	30.1	3.5%	7	0.13%	7.0%
07-14	20	62.2	4.7%	7	0.07%	3.6%
07-21	27	78.5	4.4%	7	0.10%	5.1%
07-28	34	102.1	4.6%	28	0.47%	6.0%
08-25	62	213.3	5.2%	35	0.65%	6.7%
09-29	97	368.0	5.8%	91	1.79%	7.0%
12-29	188	795.6	6.4%	91	1.88%	7.2%
03-30	279	1244.7	6.6%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

06-30

7.3

1.9%

0.10%

5.0%

07-07

30.1

3.5%

0.13%

7.0%

07-14

62.2

4.7%

0.07%

3.6%

07-21

78.5

4.4%

0.10%

5.1%

07-28

102.1

4.6%

0.47%

6.0%

08-25

213.3

5.2%

0.65%

6.7%

09-29

368.0

5.8%

1.79%

7.0%

12-29

188

795.6

6.4%

1.88%

7.2%

03-30

279

1244.7

6.6%

—

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)	9

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