NIFTY Analytics Report - 2026-10-01 15:39:00 IST

Spot → Futures	Forward / Roll
10-06	5	41.1	13.4%	7	0.05%	2.5%
10-13	12	51.7	7.0%	6	0.11%	6.5%
10-19	18	75.8	6.8%	8	0.12%	5.3%
10-27	26	102.1	6.4%	7	0.12%	6.4%
11-03	33	129.7	6.4%	20	0.35%	6.3%
11-23	53	207.3	6.3%	36	0.64%	6.4%
12-29	89	350.4	6.4%	91	1.66%	6.5%
03-30	180	723.6	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)	2

Excluded Expiries

Expiry	DTE	Reject Reason
2027-06-29	270	insufficient_strikes
2027-09-28	361	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