NIFTY Analytics Report - 2026-09-11 15:22:46 IST

Spot → Futures	Forward / Roll
09-15	4	21.4	8.3%	7	0.07%	3.8%
09-22	11	38.3	5.4%	7	0.10%	5.1%
09-29	18	61.3	5.3%	7	0.12%	6.5%
10-06	25	90.4	5.6%	7	0.15%	7.6%
10-13	32	124.8	6.1%	14	0.19%	4.8%
10-27	46	168.6	5.7%	27	0.48%	6.4%
11-23	73	281.3	6.0%	36	0.69%	6.9%
12-29	109	443.0	6.3%	91	1.65%	6.4%
03-30	200	829.3	6.4%	91	1.52%	5.8%
06-29	291	1184.5	6.2%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-15

21.4

8.3%

0.07%

3.8%

09-22

38.3

5.4%

0.10%

5.1%

09-29

61.3

5.3%

0.12%

6.5%

10-06

90.4

5.6%

0.15%

7.6%

10-13

124.8

6.1%

0.19%

4.8%

10-27

168.6

5.7%

0.48%

6.4%

11-23

281.3

6.0%

0.69%

6.9%

12-29

109

443.0

6.3%

1.65%

6.4%

03-30

200

829.3

6.4%

1.52%

5.8%

06-29

291

1184.5

6.2%

—

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)	16

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