NIFTY Analytics Report - 2026-09-07 13:03:05 IST

Spot → Futures	Forward / Roll
09-08	1	56.2	86.3%	7	0.12%	6.4%
09-15	8	85.4	16.4%	7	0.10%	5.4%
09-22	15	110.2	11.3%	7	0.10%	5.3%
09-29	22	134.3	9.4%	7	0.14%	7.2%
10-06	29	167.3	8.8%	21	0.33%	5.7%
10-27	50	246.4	7.5%	27	0.45%	6.0%
11-23	77	353.2	7.0%	36	0.72%	7.2%
12-29	113	525.0	7.1%	91	1.61%	6.3%
03-30	204	907.8	6.7%	91	2.17%	8.3%
06-29	295	1423.8	7.2%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-08

56.2

86.3%

0.12%

6.4%

09-15

85.4

16.4%

0.10%

5.4%

09-22

110.2

11.3%

0.10%

5.3%

09-29

134.3

9.4%

0.14%

7.2%

10-06

167.3

8.8%

0.33%

5.7%

10-27

246.4

7.5%

0.45%

6.0%

11-23

353.2

7.0%

0.72%

7.2%

12-29

113

525.0

7.1%

1.61%

6.3%

03-30

204

907.8

6.7%

2.17%

8.3%

06-29

295

1423.8

7.2%

—

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)	4

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