NIFTY Analytics Report - 2026-09-22 15:38:11 IST

Spot → Futures	Forward / Roll
09-29	7	68.7	15.3%	7	0.11%	5.7%
10-06	14	94.1	10.5%	7	0.11%	5.8%
10-13	21	120.0	8.9%	6	0.11%	6.5%
10-19	27	145.2	8.4%	8	0.12%	5.4%
10-27	35	173.0	7.7%	27	0.46%	6.2%
11-23	62	280.8	7.0%	36	0.73%	7.3%
12-29	98	452.2	7.2%	91	1.63%	6.4%
03-30	189	831.6	6.8%	91	1.54%	5.9%
06-29	280	1189.7	6.5%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-29

68.7

15.3%

0.11%

5.7%

10-06

94.1

10.5%

0.11%

5.8%

10-13

120.0

8.9%

0.11%

6.5%

10-19

145.2

8.4%

0.12%

5.4%

10-27

173.0

7.7%

0.46%

6.2%

11-23

280.8

7.0%

0.73%

7.3%

12-29

452.2

7.2%

1.63%

6.4%

03-30

189

831.6

6.8%

1.54%

5.9%

06-29

280

1189.7

6.5%

—

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	9
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