NIFTY Analytics Report - 2026-09-18 15:38:06 IST

Spot → Futures	Forward / Roll
09-22	4	8.9	3.5%	7	0.08%	4.1%
09-29	11	27.2	3.9%	7	0.12%	6.3%
10-06	18	55.5	4.8%	7	0.13%	6.6%
10-13	25	85.1	5.3%	6	0.09%	5.6%
10-19	31	106.7	5.4%	8	0.13%	5.9%
10-27	39	137.1	5.5%	27	0.46%	6.1%
11-23	66	243.8	5.7%	36	0.73%	7.3%
12-29	102	413.5	6.3%	91	1.58%	6.2%
03-30	193	783.3	6.2%	91	1.51%	5.8%
06-29	284	1136.1	6.1%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-22

8.9

3.5%

0.08%

4.1%

09-29

27.2

3.9%

0.12%

6.3%

10-06

55.5

4.8%

0.13%

6.6%

10-13

85.1

5.3%

0.09%

5.6%

10-19

106.7

5.4%

0.13%

5.9%

10-27

137.1

5.5%

0.46%

6.1%

11-23

243.8

5.7%

0.73%

7.3%

12-29

102

413.5

6.3%

1.58%

6.2%

03-30

193

783.3

6.2%

1.51%

5.8%

06-29

284

1136.1

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