NIFTY Analytics Report - 2026-09-28 13:03:17 IST

Spot → Futures	Forward / Roll
09-29	1	42.2	67.4%	7	0.07%	3.6%
10-06	8	58.0	11.6%	7	0.09%	4.9%
10-13	15	79.7	8.5%	6	0.09%	5.5%
10-19	21	100.3	7.6%	8	0.08%	3.7%
10-27	29	118.8	6.5%	7	0.14%	7.0%
11-03	36	149.6	6.6%	20	0.33%	6.0%
11-23	56	225.7	6.4%	36	0.71%	7.1%
12-29	92	387.3	6.7%	91	1.60%	6.3%
03-30	183	752.4	6.5%	91	1.66%	6.4%
06-29	274	1132.5	6.5%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-29

42.2

67.4%

0.07%

3.6%

10-06

58.0

11.6%

0.09%

4.9%

10-13

79.7

8.5%

0.09%

5.5%

10-19

100.3

7.6%

0.08%

3.7%

10-27

118.8

6.5%

0.14%

7.0%

11-03

149.6

6.6%

0.33%

6.0%

11-23

225.7

6.4%

0.71%

7.1%

12-29

387.3

6.7%

1.60%

6.3%

03-30

183

752.4

6.5%

1.66%

6.4%

06-29

274

1132.5

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)	5

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