NIFTY Analytics Report - 2026-09-25 13:03:11 IST

Spot → Futures	Forward / Roll
09-29	4	36.3	14.4%	7	0.06%	3.3%
10-06	11	51.0	7.3%	7	0.09%	4.8%
10-13	18	72.2	6.3%	6	0.09%	5.4%
10-19	24	92.5	6.1%	8	0.09%	4.0%
10-27	32	112.7	5.6%	7	0.14%	7.4%
11-03	39	145.6	5.9%	20	0.31%	5.6%
11-23	59	216.3	5.8%	36	0.69%	6.9%
12-29	95	374.9	6.2%	91	1.64%	6.4%
03-30	186	751.7	6.3%	91	1.58%	6.1%
06-29	277	1115.2	6.2%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-29

36.3

14.4%

0.06%

3.3%

10-06

51.0

7.3%

0.09%

4.8%

10-13

72.2

6.3%

0.09%

5.4%

10-19

92.5

6.1%

0.09%

4.0%

10-27

112.7

5.6%

0.14%

7.4%

11-03

145.6

5.9%

0.31%

5.6%

11-23

216.3

5.8%

0.69%

6.9%

12-29

374.9

6.2%

1.64%

6.4%

03-30

186

751.7

6.3%

1.58%

6.1%

06-29

277

1115.2

6.2%

—

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