NIFTY Analytics Report - 2026-09-15 09:32:43 IST

Spot → Futures	Forward / Roll
09-15	0	6.3	9.7%	7	0.02%	1.3%
09-22	7	11.2	2.5%	7	0.10%	5.2%
09-29	14	34.6	3.8%	7	0.16%	8.4%
10-06	21	72.6	5.4%	7	0.09%	4.6%
10-13	28	93.6	5.2%	14	0.20%	5.3%
10-27	42	141.0	5.2%	27	0.45%	6.0%
11-23	69	246.1	5.5%	36	0.69%	6.9%
12-29	105	408.6	6.0%	91	1.64%	6.4%
03-30	196	793.7	6.2%	91	3.87%	14.8%
06-29	287	1702.6	8.9%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-15

6.3

9.7%

0.02%

1.3%

09-22

11.2

2.5%

0.10%

5.2%

09-29

34.6

3.8%

0.16%

8.4%

10-06

72.6

5.4%

0.09%

4.6%

10-13

93.6

5.2%

0.20%

5.3%

10-27

141.0

5.2%

0.45%

6.0%

11-23

246.1

5.5%

0.69%

6.9%

12-29

105

408.6

6.0%

1.64%

6.4%

03-30

196

793.7

6.2%

3.87%

14.8%

06-29

287

1702.6

8.9%

—

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	1
Issues (FAIL)	0
Issues (WARN)	8

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