NIFTY Analytics Report - 2026-09-25 09:33:11 IST

Spot → Futures	Forward / Roll
09-29	4	40.0	15.8%	7	0.04%	2.3%
10-06	11	50.0	7.2%	7	0.10%	5.1%
10-13	18	72.5	6.4%	6	0.09%	5.6%
10-19	24	93.9	6.2%	8	0.09%	4.1%
10-27	32	115.0	5.7%	7	0.13%	6.7%
11-03	39	144.8	5.8%	20	0.30%	5.5%
11-23	59	215.1	5.7%	36	0.63%	6.3%
12-29	95	360.3	5.9%	91	1.69%	6.6%
03-30	186	750.3	6.3%	91	1.61%	6.2%
06-29	277	1122.3	6.3%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-29

40.0

15.8%

0.04%

2.3%

10-06

50.0

7.2%

0.10%

5.1%

10-13

72.5

6.4%

0.09%

5.6%

10-19

93.9

6.2%

0.09%

4.1%

10-27

115.0

5.7%

0.13%

6.7%

11-03

144.8

5.8%

0.30%

5.5%

11-23

215.1

5.7%

0.63%

6.3%

12-29

360.3

5.9%

1.69%

6.6%

03-30

186

750.3

6.3%

1.61%

6.2%

06-29

277

1122.3

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)	12

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