NIFTY Analytics Report - 2026-10-01 09:32:58 IST

Spot → Futures	Forward / Roll
10-06	5	47.5	15.4%	7	0.06%	3.2%
10-13	12	61.5	8.3%	6	0.09%	5.4%
10-19	18	81.6	7.3%	8	0.11%	4.8%
10-27	26	105.4	6.6%	7	0.13%	6.8%
11-03	33	135.0	6.6%	20	0.37%	6.7%
11-23	53	218.3	6.6%	36	0.62%	6.3%
12-29	89	359.1	6.5%	91	1.70%	6.7%
03-30	180	742.7	6.6%	91	1.46%	5.6%
06-29	271	1071.0	6.3%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

10-06

47.5

15.4%

0.06%

3.2%

10-13

61.5

8.3%

0.09%

5.4%

10-19

81.6

7.3%

0.11%

4.8%

10-27

105.4

6.6%

0.13%

6.8%

11-03

135.0

6.6%

0.37%

6.7%

11-23

218.3

6.6%

0.62%

6.3%

12-29

359.1

6.5%

1.70%

6.7%

03-30

180

742.7

6.6%

1.46%

5.6%

06-29

271

1071.0

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	9
Excluded Expiries	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	12

Excluded Expiries

Expiry	DTE	Reject Reason
2027-09-28	362	insufficient_strikes

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

Excluded Expiries

Export Files

Useful jq Queries