NIFTY Analytics Report - 2026-03-09 13:00:21 IST

Spot → Futures	Forward / Roll
03-17	8	39.7	7.6%	7	0.12%	6.0%
03-24	15	67.4	6.9%	6	0.12%	7.4%
03-30	21	96.4	7.0%	8	0.27%	12.2%
04-07	29	160.6	8.4%	21	0.42%	7.2%
04-28	50	261.1	7.9%	28	0.41%	5.3%
05-26	78	359.5	7.0%	35	0.60%	6.2%
06-30	113	503.0	6.7%	182	3.44%	6.7%
12-29	295	1326.1	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	8
Excluded Expiries	1
NEG Cells	1
Issues (FAIL)	0
Issues (WARN)	11

Excluded Expiries

Expiry	DTE	Reject Reason
2026-09-29	204	missing_quotes

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