NIFTY Analytics Report - 2026-09-11 09:34:05 IST

Spot → Futures	Forward / Roll
09-15	4	21.6	8.5%	7	0.04%	1.9%
09-22	11	30.1	4.3%	7	0.09%	4.6%
09-29	18	50.9	4.4%	7	0.15%	7.8%
10-06	25	85.8	5.4%	7	0.10%	5.4%
10-13	32	110.0	5.4%	14	0.21%	5.6%
10-27	46	159.9	5.4%	27	0.46%	6.2%
11-23	73	267.7	5.7%	36	0.70%	7.0%
12-29	109	430.7	6.1%	91	1.67%	6.5%
03-30	200	818.0	6.3%	91	2.19%	8.4%
06-29	291	1326.2	7.0%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-15

21.6

8.5%

0.04%

1.9%

09-22

30.1

4.3%

0.09%

4.6%

09-29

50.9

4.4%

0.15%

7.8%

10-06

85.8

5.4%

0.10%

5.4%

10-13

110.0

5.4%

0.21%

5.6%

10-27

159.9

5.4%

0.46%

6.2%

11-23

267.7

5.7%

0.70%

7.0%

12-29

109

430.7

6.1%

1.67%

6.5%

03-30

200

818.0

6.3%

2.19%

8.4%

06-29

291

1326.2

7.0%

—

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)	1
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