NIFTY Analytics Report - 2026-09-24 13:03:01 IST

Spot → Futures	Forward / Roll
09-29	5	30.7	9.7%	7	0.07%	3.6%
10-06	12	46.6	6.1%	7	0.13%	6.5%
10-13	19	75.6	6.3%	6	0.08%	5.0%
10-19	25	94.5	5.9%	8	0.08%	3.8%
10-27	33	114.1	5.4%	7	0.13%	6.9%
11-03	40	144.7	5.7%	20	0.33%	6.0%
11-23	60	221.1	5.8%	36	0.64%	6.4%
12-29	96	368.3	6.0%	91	1.71%	6.7%
03-30	187	764.8	6.3%	91	1.79%	6.9%
06-29	278	1179.7	6.5%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-29

30.7

9.7%

0.07%

3.6%

10-06

46.6

6.1%

0.13%

6.5%

10-13

75.6

6.3%

0.08%

5.0%

10-19

94.5

5.9%

0.08%

3.8%

10-27

114.1

5.4%

0.13%

6.9%

11-03

144.7

5.7%

0.33%

6.0%

11-23

221.1

5.8%

0.64%

6.4%

12-29

368.3

6.0%

1.71%

6.7%

03-30

187

764.8

6.3%

1.79%

6.9%

06-29

278

1179.7

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	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