NIFTY Analytics Report - 2026-09-15 13:03:12 IST

Spot → Futures	Forward / Roll
09-15	0	2.6	4.0%	7	0.05%	2.9%
09-22	7	13.8	3.1%	7	0.11%	5.7%
09-29	14	39.4	4.4%	7	0.14%	7.1%
10-06	21	71.5	5.3%	7	0.11%	5.8%
10-13	28	97.5	5.4%	14	0.22%	5.6%
10-27	42	147.7	5.5%	27	0.46%	6.2%
11-23	69	255.8	5.8%	36	0.73%	7.3%
12-29	105	425.9	6.3%	91	1.69%	6.6%
03-30	196	820.0	6.4%	91	1.86%	7.2%
06-29	287	1254.7	6.7%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-15

2.6

4.0%

0.05%

2.9%

09-22

13.8

3.1%

0.11%

5.7%

09-29

39.4

4.4%

0.14%

7.1%

10-06

71.5

5.3%

0.11%

5.8%

10-13

97.5

5.4%

0.22%

5.6%

10-27

147.7

5.5%

0.46%

6.2%

11-23

255.8

5.8%

0.73%

7.3%

12-29

105

425.9

6.3%

1.69%

6.6%

03-30

196

820.0

6.4%

1.86%

7.2%

06-29

287

1254.7

6.7%

—

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)	4

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