NIFTY Analytics Report - 2026-09-16 13:03:16 IST

Spot → Futures	Forward / Roll
09-22	6	28.2	7.4%	7	0.12%	6.4%
09-29	13	56.6	6.8%	7	0.12%	6.1%
10-06	20	83.9	6.6%	7	0.09%	4.6%
10-13	27	104.4	6.1%	14	0.25%	6.4%
10-27	41	161.5	6.2%	27	0.46%	6.1%
11-23	68	267.4	6.1%	36	0.71%	7.1%
12-29	104	431.5	6.5%	91	1.66%	6.5%
03-30	195	816.5	6.5%	91	1.63%	6.3%
06-29	286	1195.8	6.4%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-22

28.2

7.4%

0.12%

6.4%

09-29

56.6

6.8%

0.12%

6.1%

10-06

83.9

6.6%

0.09%

4.6%

10-13

104.4

6.1%

0.25%

6.4%

10-27

161.5

6.2%

0.46%

6.1%

11-23

267.4

6.1%

0.71%

7.1%

12-29

104

431.5

6.5%

1.66%

6.5%

03-30

195

816.5

6.5%

1.63%

6.3%

06-29

286

1195.8

6.4%

—

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)	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