NIFTY Analytics Report - 2026-09-10 15:22:56 IST

Spot → Futures	Forward / Roll
09-15	5	44.8	14.0%	7	0.08%	4.4%
09-22	12	64.6	8.4%	7	0.09%	4.5%
09-29	19	84.9	7.0%	7	0.14%	7.2%
10-06	26	117.4	7.0%	7	0.11%	5.7%
10-13	33	143.0	6.7%	14	0.19%	5.0%
10-27	47	187.8	6.2%	27	0.48%	6.4%
11-23	74	300.1	6.3%	36	0.69%	6.9%
12-29	110	461.0	6.5%	91	1.65%	6.4%
03-30	201	846.2	6.5%	91	1.83%	7.0%
06-29	292	1273.7	6.6%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-15

44.8

14.0%

0.08%

4.4%

09-22

64.6

8.4%

0.09%

4.5%

09-29

84.9

7.0%

0.14%

7.2%

10-06

117.4

7.0%

0.11%

5.7%

10-13

143.0

6.7%

0.19%

5.0%

10-27

187.8

6.2%

0.48%

6.4%

11-23

300.1

6.3%

0.69%

6.9%

12-29

110

461.0

6.5%

1.65%

6.4%

03-30

201

846.2

6.5%

1.83%

7.0%

06-29

292

1273.7

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	10
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