NIFTY Analytics Report - 2026-09-25 15:38:12 IST

Spot → Futures	Forward / Roll
09-29	4	43.8	17.3%	7	0.03%	1.7%
10-06	11	51.3	7.4%	7	0.11%	5.8%
10-13	18	76.9	6.7%	6	0.08%	5.1%
10-19	24	96.3	6.3%	8	0.09%	4.0%
10-27	32	116.7	5.7%	7	0.11%	5.9%
11-03	39	143.2	5.8%	20	0.34%	6.2%
11-23	59	222.7	5.9%	36	0.69%	6.9%
12-29	95	381.8	6.3%	91	1.62%	6.3%
03-30	186	756.6	6.3%	91	1.72%	6.6%
06-29	277	1154.2	6.4%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-29

43.8

17.3%

0.03%

1.7%

10-06

51.3

7.4%

0.11%

5.8%

10-13

76.9

6.7%

0.08%

5.1%

10-19

96.3

6.3%

0.09%

4.0%

10-27

116.7

5.7%

0.11%

5.9%

11-03

143.2

5.8%

0.34%

6.2%

11-23

222.7

5.9%

0.69%

6.9%

12-29

381.8

6.3%

1.62%

6.3%

03-30

186

756.6

6.3%

1.72%

6.6%

06-29

277

1154.2

6.4%

—

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