NIFTY Analytics Report - 2026-10-07 13:02:58 IST

Spot → Futures	Forward / Roll
10-13	6	7.0	1.9%	6	0.09%	5.5%
10-19	12	27.3	3.7%	8	0.12%	5.3%
10-27	20	53.6	4.3%	7	0.14%	7.5%
11-03	27	86.1	5.1%	20	0.32%	5.8%
11-23	47	158.4	5.4%	36	0.60%	6.0%
12-29	83	294.2	5.7%	91	1.53%	6.0%
03-30	174	641.0	5.9%	91	1.45%	5.6%
06-29	265	969.1	5.8%	—	—	—

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)	6

Excluded Expiries

Expiry	DTE	Reject Reason
2026-11-09	33	iv_garbage
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