NIFTY Analytics Report - 2026-09-28 15:38:12 IST

Spot → Futures	Forward / Roll
09-29	1	35.8	57.3%	7	0.17%	9.0%
10-06	8	75.3	15.1%	7	0.12%	6.3%
10-13	15	102.9	11.0%	6	0.10%	6.1%
10-19	21	125.8	9.6%	8	0.09%	4.0%
10-27	29	145.7	8.0%	7	0.14%	7.3%
11-03	36	177.9	7.9%	20	0.31%	5.7%
11-23	56	249.4	7.1%	36	0.68%	6.8%
12-29	92	404.6	7.0%	91	1.57%	6.2%
03-30	183	762.8	6.6%	91	1.52%	5.8%
06-29	274	1107.9	6.3%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-29

35.8

57.3%

0.17%

9.0%

10-06

75.3

15.1%

0.12%

6.3%

10-13

102.9

11.0%

0.10%

6.1%

10-19

125.8

9.6%

0.09%

4.0%

10-27

145.7

8.0%

0.14%

7.3%

11-03

177.9

7.9%

0.31%

5.7%

11-23

249.4

7.1%

0.68%

6.8%

12-29

404.6

7.0%

1.57%

6.2%

03-30

183

762.8

6.6%

1.52%

5.8%

06-29

274

1107.9

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)	4

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