NIFTY Analytics Report - 2026-03-02 13:00:18 IST

Spot → Futures	Forward / Roll
03-10	8	33.1	6.1%	7	0.18%	9.2%
03-17	15	76.8	7.6%	7	0.13%	6.8%
03-24	22	109.2	7.3%	6	0.14%	8.2%
03-30	28	142.6	7.5%	29	0.64%	7.9%
04-28	57	299.8	7.7%	28	0.43%	5.5%
05-26	85	405.8	7.0%	35	0.60%	6.2%
06-30	120	554.7	6.8%	91	1.73%	6.7%
09-29	211	980.7	6.7%	91	1.75%	6.7%
12-29	302	1412.8	6.7%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

03-10

33.1

6.1%

0.18%

9.2%

03-17

76.8

7.6%

0.13%

6.8%

03-24

109.2

7.3%

0.14%

8.2%

03-30

142.6

7.5%

0.64%

7.9%

04-28

299.8

7.7%

0.43%

5.5%

05-26

405.8

7.0%

0.60%

6.2%

06-30

120

554.7

6.8%

1.73%

6.7%

09-29

211

980.7

6.7%

1.75%

6.7%

12-29

302

1412.8

6.7%

—

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	0
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	14

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

Export Files

Useful jq Queries