NIFTY Analytics Report - 2026-09-23 15:37:53 IST

Spot → Futures	Forward / Roll
09-29	6	8.8	2.3%	7	0.10%	5.4%
10-06	13	33.2	4.0%	7	0.11%	5.6%
10-13	20	58.4	4.5%	6	-0.04%	-2.7%
10-19	26	47.9	2.9%	8	0.26%	11.6%
10-27	34	107.8	4.9%	7	0.10%	5.4%
11-03	41	132.3	5.0%	20	0.35%	6.3%
11-23	61	214.4	5.4%	36	0.70%	7.1%
12-29	97	379.4	6.0%	91	1.58%	6.2%
03-30	188	750.0	6.1%	91	1.49%	5.8%
06-29	279	1100.1	6.0%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-29

8.8

2.3%

0.10%

5.4%

10-06

33.2

4.0%

0.11%

5.6%

10-13

58.4

4.5%

-0.04%

-2.7%

10-19

47.9

2.9%

0.26%

11.6%

10-27

107.8

4.9%

0.10%

5.4%

11-03

132.3

5.0%

0.35%

6.3%

11-23

214.4

5.4%

0.70%

7.1%

12-29

379.4

6.0%

1.58%

6.2%

03-30

188

750.0

6.1%

1.49%

5.8%

06-29

279

1100.1

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	1
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