NIFTY Analytics Report - 2026-10-06 15:38:25 IST

Spot → Futures	Forward / Roll
10-13	7	-28.3	-6.5%	6	0.08%	4.6%
10-19	13	-11.2	-1.4%	8	0.13%	5.7%
10-27	21	17.4	1.3%	7	0.12%	6.4%
11-03	28	45.6	2.6%	20	0.33%	6.0%
11-23	48	120.2	4.0%	36	0.57%	5.7%
12-29	84	249.1	4.7%	91	1.52%	6.0%
03-30	175	594.3	5.4%	91	1.42%	5.5%
06-29	266	917.7	5.4%	—	—	—

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	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	5

Excluded Expiries

Expiry	DTE	Reject Reason
2027-09-28	356	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