NIFTY Analytics Report - 2026-10-05 13:03:55 IST

Spot → Futures	Forward / Roll
10-06	1	21.9	35.6%	7	0.20%	10.2%
10-13	8	65.7	13.3%	6	0.12%	7.1%
10-19	14	91.9	10.7%	8	0.13%	5.7%
10-27	22	120.2	8.9%	7	0.11%	5.9%
11-03	29	145.9	8.2%	20	0.33%	6.0%
11-23	49	220.0	7.3%	36	0.61%	6.1%
12-29	85	357.1	6.8%	91	1.59%	6.2%
03-30	176	713.6	6.5%	—	—	—

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)	4

Excluded Expiries

Expiry	DTE	Reject Reason
2027-06-29	267	insufficient_strikes
2027-09-28	358	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