NIFTY Analytics Report - 2026-09-16 09:32:57 IST

Spot → Futures	Forward / Roll
09-22	6	44.7	11.7%	7	0.10%	5.2%
09-29	13	67.7	8.2%	7	0.11%	5.5%
10-06	20	92.1	7.2%	7	0.10%	5.4%
10-13	27	116.3	6.8%	14	0.22%	5.7%
10-27	41	167.2	6.4%	27	0.43%	5.8%
11-23	68	267.8	6.2%	36	0.63%	6.3%
12-29	104	413.0	6.2%	91	1.79%	7.0%
03-30	195	828.7	6.6%	91	1.84%	7.1%
06-29	286	1254.6	6.7%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-22

44.7

11.7%

0.10%

5.2%

09-29

67.7

8.2%

0.11%

5.5%

10-06

92.1

7.2%

0.10%

5.4%

10-13

116.3

6.8%

0.22%

5.7%

10-27

167.2

6.4%

0.43%

5.8%

11-23

267.8

6.2%

0.63%

6.3%

12-29

104

413.0

6.2%

1.79%

7.0%

03-30

195

828.7

6.6%

1.84%

7.1%

06-29

286

1254.6

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	9
Excluded Expiries	0
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	13

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