NIFTY Analytics Report - 2026-10-07 15:38:08 IST

Spot → Futures	Forward / Roll
10-13	6	-14.6	-3.9%	6	0.08%	4.6%
10-19	12	2.4	0.3%	8	0.12%	5.4%
10-27	20	29.0	2.3%	7	0.13%	6.8%
11-03	27	58.5	3.5%	6	0.14%	8.6%
11-09	33	90.7	4.4%	14	0.19%	4.9%
11-23	47	133.5	4.6%	36	0.59%	5.9%
12-29	83	267.1	5.2%	91	1.58%	6.2%
03-30	174	623.7	5.7%	91	1.36%	5.3%
06-29	265	930.9	5.6%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

10-13

-14.6

-3.9%

0.08%

4.6%

10-19

2.4

0.3%

0.12%

5.4%

10-27

29.0

2.3%

0.13%

6.8%

11-03

58.5

3.5%

0.14%

8.6%

11-09

90.7

4.4%

0.19%

4.9%

11-23

133.5

4.6%

0.59%

5.9%

12-29

267.1

5.2%

1.58%

6.2%

03-30

174

623.7

5.7%

1.36%

5.3%

06-29

265

930.9

5.6%

—

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)	1
Issues (WARN)	8

Excluded Expiries

Expiry	DTE	Reject Reason
2027-09-28	355	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