NIFTY Analytics Report - 2026-10-06 13:03:51 IST

Spot → Futures	Forward / Roll
10-06	0	3.4	5.5%	7	0.19%	11.3%
10-13	7	45.5	10.5%	6	0.11%	6.9%
10-19	13	71.2	8.8%	8	0.15%	6.8%
10-27	21	105.3	8.0%	7	0.09%	4.7%
11-03	28	125.8	7.2%	20	0.33%	6.0%
11-23	48	200.6	6.7%	36	0.56%	5.6%
12-29	84	327.5	6.2%	91	1.55%	6.1%
03-30	175	678.5	6.1%	91	1.42%	5.5%
06-29	266	1000.6	5.9%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

10-06

3.4

5.5%

0.19%

11.3%

10-13

45.5

10.5%

0.11%

6.9%

10-19

71.2

8.8%

0.15%

6.8%

10-27

105.3

8.0%

0.09%

4.7%

11-03

125.8

7.2%

0.33%

6.0%

11-23

200.6

6.7%

0.56%

5.6%

12-29

327.5

6.2%

1.55%

6.1%

03-30

175

678.5

6.1%

1.42%

5.5%

06-29

266

1000.6

5.9%

—

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)	5

Excluded Expiries

Expiry	DTE	Reject Reason
2027-09-28	357	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