NIFTY Analytics Report - 2026-09-10 09:32:49 IST

Spot → Futures	Forward / Roll
09-15	5	49.0	15.2%	7	0.10%	5.0%
09-22	12	71.6	9.3%	7	0.10%	5.1%
09-29	19	94.6	7.7%	7	0.13%	6.8%
10-06	26	125.1	7.5%	7	0.09%	4.8%
10-13	33	147.0	6.9%	14	0.22%	5.7%
10-27	47	198.2	6.5%	27	0.48%	6.4%
11-23	74	310.1	6.5%	36	0.68%	6.8%
12-29	110	469.9	6.6%	91	1.65%	6.4%
03-30	201	856.3	6.5%	91	1.34%	5.2%
06-29	292	1170.6	6.1%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-15

49.0

15.2%

0.10%

5.0%

09-22

71.6

9.3%

0.10%

5.1%

09-29

94.6

7.7%

0.13%

6.8%

10-06

125.1

7.5%

0.09%

4.8%

10-13

147.0

6.9%

0.22%

5.7%

10-27

198.2

6.5%

0.48%

6.4%

11-23

310.1

6.5%

0.68%

6.8%

12-29

110

469.9

6.6%

1.65%

6.4%

03-30

201

856.3

6.5%

1.34%

5.2%

06-29

292

1170.6

6.1%

—

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	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