NIFTY Analytics Report - 2026-09-21 09:33:00 IST

Spot → Futures	Forward / Roll
09-22	1	-3.7	-5.8%	7	0.06%	3.1%
09-29	8	10.3	2.0%	7	0.10%	5.3%
10-06	15	34.1	3.5%	7	0.12%	6.5%
10-13	22	63.3	4.5%	6	0.10%	5.9%
10-19	28	86.0	4.8%	8	0.12%	5.6%
10-27	36	114.9	5.0%	27	0.45%	6.0%
11-23	63	220.0	5.4%	36	0.74%	7.4%
12-29	99	392.5	6.1%	91	1.56%	6.1%
03-30	190	756.9	6.1%	91	1.47%	5.7%
06-29	281	1101.9	6.0%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-22

-3.7

-5.8%

0.06%

3.1%

09-29

10.3

2.0%

0.10%

5.3%

10-06

34.1

3.5%

0.12%

6.5%

10-13

63.3

4.5%

0.10%

5.9%

10-19

86.0

4.8%

0.12%

5.6%

10-27

114.9

5.0%

0.45%

6.0%

11-23

220.0

5.4%

0.74%

7.4%

12-29

392.5

6.1%

1.56%

6.1%

03-30

190

756.9

6.1%

1.47%

5.7%

06-29

281

1101.9

6.0%

—

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