NIFTY Analytics Report - 2026-09-29 15:38:11 IST

Spot → Futures	Forward / Roll
10-06	7	122.0	28.0%	7	0.03%	1.7%
10-13	14	129.4	14.8%	6	0.11%	6.9%
10-19	20	155.3	12.4%	8	0.08%	3.8%
10-27	28	174.4	10.0%	7	0.14%	7.1%
11-03	35	205.4	9.4%	20	0.39%	7.1%
11-23	55	294.6	8.6%	36	0.71%	7.1%
12-29	91	456.0	8.0%	91	1.47%	5.7%
03-30	182	789.3	6.9%	91	1.68%	6.5%
06-29	273	1170.8	6.7%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

10-06

122.0

28.0%

0.03%

1.7%

10-13

129.4

14.8%

0.11%

6.9%

10-19

155.3

12.4%

0.08%

3.8%

10-27

174.4

10.0%

0.14%

7.1%

11-03

205.4

9.4%

0.39%

7.1%

11-23

294.6

8.6%

0.71%

7.1%

12-29

456.0

8.0%

1.47%

5.7%

03-30

182

789.3

6.9%

1.68%

6.5%

06-29

273

1170.8

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	9
Excluded Expiries	0
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	6

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