NIFTY Analytics Report - 2026-09-18 13:02:58 IST

Spot → Futures	Forward / Roll
09-22	4	13.6	5.3%	7	0.08%	4.2%
09-29	11	32.3	4.6%	7	0.12%	6.3%
10-06	18	60.7	5.3%	7	0.13%	6.7%
10-13	25	90.7	5.7%	6	0.10%	5.8%
10-19	31	113.1	5.7%	8	0.13%	5.8%
10-27	39	142.7	5.7%	27	0.45%	6.0%
11-23	66	247.6	5.8%	36	0.73%	7.3%
12-29	102	417.0	6.3%	91	1.59%	6.2%
03-30	193	786.8	6.3%	91	1.53%	5.9%
06-29	284	1144.7	6.2%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-22

13.6

5.3%

0.08%

4.2%

09-29

32.3

4.6%

0.12%

6.3%

10-06

60.7

5.3%

0.13%

6.7%

10-13

90.7

5.7%

0.10%

5.8%

10-19

113.1

5.7%

0.13%

5.8%

10-27

142.7

5.7%

0.45%

6.0%

11-23

247.6

5.8%

0.73%

7.3%

12-29

102

417.0

6.3%

1.59%

6.2%

03-30

193

786.8

6.3%

1.53%

5.9%

06-29

284

1144.7

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)	5

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