NIFTY Analytics Report - 2026-09-24 15:37:57 IST

Spot → Futures	Forward / Roll
09-29	5	33.7	10.7%	7	0.08%	4.0%
10-06	12	51.3	6.8%	7	0.10%	5.3%
10-13	19	74.9	6.2%	6	0.09%	5.7%
10-19	25	96.7	6.1%	8	0.08%	3.7%
10-27	33	115.4	5.5%	7	0.14%	7.1%
11-03	40	146.9	5.8%	20	0.31%	5.7%
11-23	60	219.4	5.8%	36	0.65%	6.5%
12-29	96	369.0	6.0%	91	1.67%	6.5%
03-30	187	754.5	6.3%	91	1.80%	6.9%
06-29	278	1168.7	6.5%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-29

33.7

10.7%

0.08%

4.0%

10-06

51.3

6.8%

0.10%

5.3%

10-13

74.9

6.2%

0.09%

5.7%

10-19

96.7

6.1%

0.08%

3.7%

10-27

115.4

5.5%

0.14%

7.1%

11-03

146.9

5.8%

0.31%

5.7%

11-23

219.4

5.8%

0.65%

6.5%

12-29

369.0

6.0%

1.67%

6.5%

03-30

187

754.5

6.3%

1.80%

6.9%

06-29

278

1168.7

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)	7

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