NIFTY Analytics Report - 2026-09-16 15:37:54 IST

Spot → Futures	Forward / Roll
09-22	6	29.7	7.8%	7	0.10%	5.3%
09-29	13	53.5	6.5%	7	0.12%	6.0%
10-06	20	80.3	6.3%	7	0.12%	6.0%
10-13	27	107.3	6.2%	14	0.23%	6.0%
10-27	41	160.7	6.1%	27	0.45%	6.1%
11-23	68	265.7	6.1%	36	0.66%	6.6%
12-29	104	418.1	6.3%	91	1.69%	6.6%
03-30	195	811.3	6.4%	91	1.63%	6.3%
06-29	286	1189.2	6.4%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-22

29.7

7.8%

0.10%

5.3%

09-29

53.5

6.5%

0.12%

6.0%

10-06

80.3

6.3%

0.12%

6.0%

10-13

107.3

6.2%

0.23%

6.0%

10-27

160.7

6.1%

0.45%

6.1%

11-23

265.7

6.1%

0.66%

6.6%

12-29

104

418.1

6.3%

1.69%

6.6%

03-30

195

811.3

6.4%

1.63%

6.3%

06-29

286

1189.2

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)	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