NIFTY Analytics Report - 2026-09-15 15:38:25 IST

Spot → Futures	Forward / Roll
09-22	7	63.6	14.3%	7	0.12%	6.3%
09-29	14	91.4	10.3%	7	0.14%	7.1%
10-06	21	122.8	9.2%	7	0.11%	5.6%
10-13	28	147.8	8.3%	14	0.20%	5.2%
10-27	42	193.9	7.3%	27	0.47%	6.3%
11-23	69	302.5	6.9%	36	0.67%	6.7%
12-29	105	456.9	6.8%	91	1.82%	7.1%
03-30	196	876.6	6.9%	91	1.71%	6.6%
06-29	287	1272.2	6.8%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-22

63.6

14.3%

0.12%

6.3%

09-29

91.4

10.3%

0.14%

7.1%

10-06

122.8

9.2%

0.11%

5.6%

10-13

147.8

8.3%

0.20%

5.2%

10-27

193.9

7.3%

0.47%

6.3%

11-23

302.5

6.9%

0.67%

6.7%

12-29

105

456.9

6.8%

1.82%

7.1%

03-30

196

876.6

6.9%

1.71%

6.6%

06-29

287

1272.2

6.8%

—

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	9
Excluded Expiries	0
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	12

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