NIFTY Analytics Report - 2026-09-29 09:33:00 IST

Spot → Futures	Forward / Roll
09-29	0	13.2	21.4%	7	0.30%	18.3%
10-06	7	81.4	18.7%	7	0.16%	8.2%
10-13	14	117.0	13.5%	6	0.09%	5.2%
10-19	20	136.5	11.0%	8	0.07%	3.3%
10-27	28	153.0	8.8%	7	0.14%	7.4%
11-03	35	185.2	8.5%	20	0.34%	6.1%
11-23	55	261.5	7.6%	36	0.72%	7.2%
12-29	91	425.3	7.5%	91	1.53%	6.0%
03-30	182	771.3	6.7%	91	1.74%	6.7%
06-29	273	1165.9	6.7%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-29

13.2

21.4%

0.30%

18.3%

10-06

81.4

18.7%

0.16%

8.2%

10-13

117.0

13.5%

0.09%

5.2%

10-19

136.5

11.0%

0.07%

3.3%

10-27

153.0

8.8%

0.14%

7.4%

11-03

185.2

8.5%

0.34%

6.1%

11-23

261.5

7.6%

0.72%

7.2%

12-29

425.3

7.5%

1.53%

6.0%

03-30

182

771.3

6.7%

1.74%

6.7%

06-29

273

1165.9

6.7%

—

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