NIFTY Analytics Report - 2026-09-18 09:33:07 IST

Spot → Futures	Forward / Roll
09-22	4	22.7	8.9%	7	0.03%	1.8%
09-29	11	30.8	4.4%	7	0.13%	6.5%
10-06	18	60.0	5.2%	7	0.11%	5.6%
10-13	25	85.1	5.3%	6	0.12%	7.5%
10-19	31	114.0	5.8%	8	0.11%	5.0%
10-27	39	139.5	5.6%	27	0.45%	6.1%
11-23	66	244.7	5.8%	36	0.75%	7.5%
12-29	102	419.0	6.4%	91	1.59%	6.2%
03-30	193	789.5	6.3%	91	1.56%	6.0%
06-29	284	1152.6	6.2%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-22

22.7

8.9%

0.03%

1.8%

09-29

30.8

4.4%

0.13%

6.5%

10-06

60.0

5.2%

0.11%

5.6%

10-13

85.1

5.3%

0.12%

7.5%

10-19

114.0

5.8%

0.11%

5.0%

10-27

139.5

5.6%

0.45%

6.1%

11-23

244.7

5.8%

0.75%

7.5%

12-29

102

419.0

6.4%

1.59%

6.2%

03-30

193

789.5

6.3%

1.56%

6.0%

06-29

284

1152.6

6.2%

—

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