NIFTY Analytics Report - 2026-09-10 13:02:48 IST

Spot → Futures	Forward / Roll
09-15	5	43.0	13.4%	7	0.10%	5.4%
09-22	12	67.2	8.7%	7	0.10%	5.0%
09-29	19	89.6	7.3%	7	0.13%	6.7%
10-06	26	119.7	7.2%	7	0.10%	5.4%
10-13	33	144.3	6.8%	14	0.22%	5.7%
10-27	47	195.6	6.5%	27	0.45%	6.1%
11-23	74	301.6	6.3%	36	0.69%	6.9%
12-29	110	464.3	6.5%	91	1.62%	6.3%
03-30	201	843.8	6.4%	91	1.75%	6.7%
06-29	292	1252.9	6.5%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-15

43.0

13.4%

0.10%

5.4%

09-22

67.2

8.7%

0.10%

5.0%

09-29

89.6

7.3%

0.13%

6.7%

10-06

119.7

7.2%

0.10%

5.4%

10-13

144.3

6.8%

0.22%

5.7%

10-27

195.6

6.5%

0.45%

6.1%

11-23

301.6

6.3%

0.69%

6.9%

12-29

110

464.3

6.5%

1.62%

6.3%

03-30

201

843.8

6.4%

1.75%

6.7%

06-29

292

1252.9

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	10
Excluded Expiries	0
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	5

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