NIFTY Analytics Report - 2026-09-22 09:33:04 IST

Spot → Futures	Forward / Roll
09-22	0	1.1	1.7%	7	0.03%	1.7%
09-29	7	7.6	1.7%	7	0.10%	5.1%
10-06	14	30.7	3.4%	7	0.12%	6.2%
10-13	21	58.6	4.3%	6	0.11%	6.8%
10-19	27	84.9	4.9%	8	0.11%	5.1%
10-27	35	111.1	4.9%	27	0.46%	6.2%
11-23	62	218.9	5.5%	36	0.69%	7.0%
12-29	98	381.8	6.0%	91	1.63%	6.4%
03-30	189	763.1	6.2%	91	1.52%	5.9%
06-29	280	1119.6	6.1%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-22

1.1

1.7%

0.03%

1.7%

09-29

7.6

1.7%

0.10%

5.1%

10-06

30.7

3.4%

0.12%

6.2%

10-13

58.6

4.3%

0.11%

6.8%

10-19

84.9

4.9%

0.11%

5.1%

10-27

111.1

4.9%

0.46%

6.2%

11-23

218.9

5.5%

0.69%

7.0%

12-29

381.8

6.0%

1.63%

6.4%

03-30

189

763.1

6.2%

1.52%

5.9%

06-29

280

1119.6

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)	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