NIFTY Analytics Report - 2026-03-16 13:00:42 IST

Spot → Futures	Forward / Roll
03-24	8	32.1	6.3%	6	0.12%	7.1%
03-30	14	59.1	6.7%	8	0.17%	7.9%
04-07	22	99.4	7.1%	6	0.50%	30.2%
04-13	28	214.8	12.1%	15	-0.01%	-0.1%
04-28	43	213.4	7.8%	28	0.64%	8.3%
05-26	71	361.6	8.0%	35	0.34%	3.5%
06-30	106	439.6	6.5%	91	1.71%	6.7%
09-29	197	835.1	6.6%	91	1.93%	7.4%
12-29	288	1282.5	6.8%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

03-24

32.1

6.3%

0.12%

7.1%

03-30

59.1

6.7%

0.17%

7.9%

04-07

99.4

7.1%

0.50%

30.2%

04-13

214.8

12.1%

-0.01%

-0.1%

04-28

213.4

7.8%

0.64%

8.3%

05-26

361.6

8.0%

0.34%

3.5%

06-30

106

439.6

6.5%

1.71%

6.7%

09-29

197

835.1

6.6%

1.93%

7.4%

12-29

288

1282.5

6.8%

—

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	9
Excluded Expiries	0
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	11

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