NIFTY Analytics Report - 2026-09-17 13:03:17 IST

Spot → Futures	Forward / Roll
09-22	5	18.1	5.7%	7	0.11%	5.7%
09-29	12	43.7	5.7%	7	0.11%	5.8%
10-06	19	69.8	5.7%	7	0.12%	6.2%
10-13	26	97.8	5.9%	6	0.11%	6.7%
10-19	32	123.7	6.0%	8	0.12%	5.4%
10-27	40	151.5	5.9%	27	0.44%	5.9%
11-23	67	253.5	5.9%	36	0.74%	7.4%
12-29	103	425.7	6.4%	91	1.59%	6.2%
03-30	194	795.8	6.3%	91	1.45%	5.6%
06-29	285	1135.3	6.1%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-22

18.1

5.7%

0.11%

5.7%

09-29

43.7

5.7%

0.11%

5.8%

10-06

69.8

5.7%

0.12%

6.2%

10-13

97.8

5.9%

0.11%

6.7%

10-19

123.7

6.0%

0.12%

5.4%

10-27

151.5

5.9%

0.44%

5.9%

11-23

253.5

5.9%

0.74%

7.4%

12-29

103

425.7

6.4%

1.59%

6.2%

03-30

194

795.8

6.3%

1.45%

5.6%

06-29

285

1135.3

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)	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