NIFTY Analytics Report - 2026-09-17 09:33:01 IST

Spot → Futures	Forward / Roll
09-22	5	10.3	3.2%	7	0.11%	5.8%
09-29	12	36.2	4.7%	7	0.12%	6.3%
10-06	19	64.3	5.3%	7	0.12%	6.3%
10-13	26	92.3	5.6%	6	0.12%	7.1%
10-19	32	119.4	5.8%	8	0.11%	4.8%
10-27	40	143.9	5.6%	27	0.46%	6.1%
11-23	67	249.9	5.8%	36	0.72%	7.2%
12-29	103	417.1	6.3%	91	1.62%	6.3%
03-30	194	794.2	6.3%	91	1.45%	5.6%
06-29	285	1131.0	6.1%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-22

10.3

3.2%

0.11%

5.8%

09-29

36.2

4.7%

0.12%

6.3%

10-06

64.3

5.3%

0.12%

6.3%

10-13

92.3

5.6%

0.12%

7.1%

10-19

119.4

5.8%

0.11%

4.8%

10-27

143.9

5.6%

0.46%

6.1%

11-23

249.9

5.8%

0.72%

7.2%

12-29

103

417.1

6.3%

1.62%

6.3%

03-30

194

794.2

6.3%

1.45%

5.6%

06-29

285

1131.0

6.1%

—

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)	9

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