NIFTY Analytics Report - 2026-09-17 15:38:20 IST

Spot → Futures	Forward / Roll
09-22	5	45.0	14.1%	7	0.09%	4.7%
09-29	12	66.2	8.6%	7	0.12%	6.1%
10-06	19	93.7	7.7%	7	0.11%	5.7%
10-13	26	119.2	7.2%	6	0.11%	6.5%
10-19	32	144.4	7.1%	8	0.13%	5.9%
10-27	40	174.6	6.8%	27	0.45%	6.0%
11-23	67	279.1	6.5%	36	0.75%	7.5%
12-29	103	453.4	6.8%	91	1.59%	6.2%
03-30	194	822.4	6.5%	91	1.59%	6.1%
06-29	285	1191.5	6.4%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-22

45.0

14.1%

0.09%

4.7%

09-29

66.2

8.6%

0.12%

6.1%

10-06

93.7

7.7%

0.11%

5.7%

10-13

119.2

7.2%

0.11%

6.5%

10-19

144.4

7.1%

0.13%

5.9%

10-27

174.6

6.8%

0.45%

6.0%

11-23

279.1

6.5%

0.75%

7.5%

12-29

103

453.4

6.8%

1.59%

6.2%

03-30

194

822.4

6.5%

1.59%

6.1%

06-29

285

1191.5

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	10
Excluded Expiries	0
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	7

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