NIFTY Analytics Report - 2026-09-21 13:03:05 IST

Spot → Futures	Forward / Roll
09-22	1	-4.5	-7.1%	7	0.05%	2.4%
09-29	8	6.4	1.3%	7	0.11%	5.8%
10-06	15	32.5	3.4%	7	0.12%	6.3%
10-13	22	60.9	4.3%	6	0.10%	6.2%
10-19	28	84.8	4.7%	8	0.12%	5.2%
10-27	36	111.7	4.8%	27	0.45%	6.0%
11-23	63	216.6	5.3%	36	0.72%	7.2%
12-29	99	385.8	6.0%	91	1.62%	6.3%
03-30	190	764.1	6.2%	91	1.53%	5.9%
06-29	281	1122.0	6.1%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-22

-4.5

-7.1%

0.05%

2.4%

09-29

6.4

1.3%

0.11%

5.8%

10-06

32.5

3.4%

0.12%

6.3%

10-13

60.9

4.3%

0.10%

6.2%

10-19

84.8

4.7%

0.12%

5.2%

10-27

111.7

4.8%

0.45%

6.0%

11-23

216.6

5.3%

0.72%

7.2%

12-29

385.8

6.0%

1.62%

6.3%

03-30

190

764.1

6.2%

1.53%

5.9%

06-29

281

1122.0

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)	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