NIFTY Analytics Report - 2026-09-11 13:02:39 IST

Spot → Futures	Forward / Roll
09-15	4	12.1	4.7%	7	0.11%	6.0%
09-22	11	38.9	5.5%	7	0.11%	5.7%
09-29	18	64.6	5.6%	7	0.13%	6.9%
10-06	25	95.6	6.0%	7	0.11%	5.6%
10-13	32	121.0	5.9%	14	0.22%	5.7%
10-27	46	172.0	5.8%	27	0.43%	5.8%
11-23	73	273.4	5.8%	36	0.70%	6.9%
12-29	109	435.7	6.2%	91	1.62%	6.3%
03-30	200	813.0	6.2%	91	1.74%	6.7%
06-29	291	1219.4	6.4%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-15

12.1

4.7%

0.11%

6.0%

09-22

38.9

5.5%

0.11%

5.7%

09-29

64.6

5.6%

0.13%

6.9%

10-06

95.6

6.0%

0.11%

5.6%

10-13

121.0

5.9%

0.22%

5.7%

10-27

172.0

5.8%

0.43%

5.8%

11-23

273.4

5.8%

0.70%

6.9%

12-29

109

435.7

6.2%

1.62%

6.3%

03-30

200

813.0

6.2%

1.74%

6.7%

06-29

291

1219.4

6.4%

—

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