NIFTY Analytics Report - 2026-09-29 13:04:03 IST

Spot → Futures	Forward / Roll
09-29	0	6.1	9.8%	7	0.33%	20.0%
10-06	7	80.7	18.5%	7	0.16%	8.4%
10-13	14	117.2	13.4%	6	0.10%	5.8%
10-19	20	138.8	11.1%	8	0.11%	5.0%
10-27	28	163.7	9.4%	7	0.12%	6.2%
11-03	35	190.8	8.7%	20	0.38%	6.9%
11-23	55	277.8	8.1%	36	0.70%	7.0%
12-29	91	437.4	7.7%	91	1.45%	5.7%
03-30	182	767.0	6.7%	91	1.65%	6.3%
06-29	273	1140.9	6.6%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

09-29

6.1

9.8%

0.33%

20.0%

10-06

80.7

18.5%

0.16%

8.4%

10-13

117.2

13.4%

0.10%

5.8%

10-19

138.8

11.1%

0.11%

5.0%

10-27

163.7

9.4%

0.12%

6.2%

11-03

190.8

8.7%

0.38%

6.9%

11-23

277.8

8.1%

0.70%

7.0%

12-29

437.4

7.7%

1.45%

5.7%

03-30

182

767.0

6.7%

1.65%

6.3%

06-29

273

1140.9

6.6%

—

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)	9

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