NIFTY Analytics Report - 2026-09-22 13:03:14 IST

Spot → Futures	Forward / Roll
09-22	0	-0.6	-1.0%	7	0.09%	5.3%
09-29	7	19.9	4.4%	7	0.12%	6.3%
10-06	14	48.1	5.4%	7	0.12%	6.1%
10-13	21	75.4	5.6%	6	0.11%	6.7%
10-19	27	101.1	5.8%	8	0.10%	4.5%
10-27	35	124.2	5.5%	27	0.47%	6.3%
11-23	62	233.0	5.9%	36	0.71%	7.1%
12-29	98	398.1	6.3%	91	1.71%	6.7%
03-30	189	797.3	6.5%	91	1.55%	6.0%
06-29	280	1159.5	6.3%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-22

-0.6

-1.0%

0.09%

5.3%

09-29

19.9

4.4%

0.12%

6.3%

10-06

48.1

5.4%

0.12%

6.1%

10-13

75.4

5.6%

0.11%

6.7%

10-19

101.1

5.8%

0.10%

4.5%

10-27

124.2

5.5%

0.47%

6.3%

11-23

233.0

5.9%

0.71%

7.1%

12-29

398.1

6.3%

1.71%

6.7%

03-30

189

797.3

6.5%

1.55%

6.0%

06-29

280

1159.5

6.3%

—

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)	8

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