NIFTY Analytics Report - 2026-09-24 09:33:00 IST

Spot → Futures	Forward / Roll
09-29	5	27.2	8.5%	7	-0.01%	-0.4%
10-06	12	25.3	3.3%	7	0.12%	6.3%
10-13	19	53.2	4.4%	6	0.09%	5.5%
10-19	25	74.4	4.7%	8	0.10%	4.4%
10-27	33	97.1	4.6%	7	0.14%	7.1%
11-03	40	128.8	5.0%	20	0.34%	6.2%
11-23	60	208.4	5.4%	36	0.68%	6.8%
12-29	96	367.4	6.0%	91	1.72%	6.7%
03-30	187	768.0	6.3%	91	1.60%	6.2%
06-29	278	1139.6	6.3%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-29

27.2

8.5%

-0.01%

-0.4%

10-06

25.3

3.3%

0.12%

6.3%

10-13

53.2

4.4%

0.09%

5.5%

10-19

74.4

4.7%

0.10%

4.4%

10-27

97.1

4.6%

0.14%

7.1%

11-03

128.8

5.0%

0.34%

6.2%

11-23

208.4

5.4%

0.68%

6.8%

12-29

367.4

6.0%

1.72%

6.7%

03-30

187

768.0

6.3%

1.60%

6.2%

06-29

278

1139.6

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)	10

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