NIFTY Analytics Report - 2026-10-01 13:03:03 IST

Spot → Futures	Forward / Roll
10-06	5	16.5	5.4%	7	0.09%	4.8%
10-13	12	36.9	5.0%	6	0.09%	5.7%
10-19	18	57.8	5.2%	8	0.10%	4.4%
10-27	26	79.2	5.0%	7	0.15%	7.7%
11-03	33	112.2	5.5%	20	0.36%	6.5%
11-23	53	192.8	5.9%	36	0.68%	6.8%
12-29	89	345.2	6.3%	91	1.68%	6.6%
03-30	180	720.4	6.4%	—	—	—

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	8
Excluded Expiries	2
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	5

Excluded Expiries

Expiry	DTE	Reject Reason
2027-06-29	271	insufficient_strikes
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