NIFTY Analytics Report - 2026-09-28 09:33:49 IST

Spot → Futures	Forward / Roll
09-29	1	37.8	60.3%	7	0.04%	1.8%
10-06	8	45.9	9.1%	7	0.12%	6.2%
10-13	15	73.4	7.8%	6	0.10%	5.8%
10-19	21	95.3	7.2%	8	0.06%	3.0%
10-27	29	110.2	6.0%	7	0.15%	7.7%
11-03	36	144.2	6.4%	20	0.33%	6.0%
11-23	56	219.9	6.2%	36	0.71%	7.1%
12-29	92	382.3	6.6%	91	1.68%	6.6%
03-30	183	766.4	6.6%	91	1.89%	7.3%
06-29	274	1199.9	6.8%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-29

37.8

60.3%

0.04%

1.8%

10-06

45.9

9.1%

0.12%

6.2%

10-13

73.4

7.8%

0.10%

5.8%

10-19

95.3

7.2%

0.06%

3.0%

10-27

110.2

6.0%

0.15%

7.7%

11-03

144.2

6.4%

0.33%

6.0%

11-23

219.9

6.2%

0.71%

7.1%

12-29

382.3

6.6%

1.68%

6.6%

03-30

183

766.4

6.6%

1.89%

7.3%

06-29

274

1199.9

6.8%

—

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)	15

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