NIFTY Analytics Report - 2026-10-07 09:33:02 IST

Spot → Futures	Forward / Roll
10-13	6	27.6	7.4%	6	0.01%	0.4%
10-19	12	29.0	3.9%	8	0.13%	5.7%
10-27	20	57.3	4.6%	7	0.14%	7.4%
11-03	27	89.4	5.3%	20	0.31%	5.7%
11-23	47	160.4	5.5%	36	0.59%	5.9%
12-29	83	293.6	5.7%	91	1.53%	6.0%
03-30	174	639.8	5.9%	91	1.61%	6.2%
06-29	265	1004.1	6.0%	—	—	—

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)	9

Excluded Expiries

Expiry	DTE	Reject Reason
2026-11-09	33	iv_convergence
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