NIFTY Analytics Report - 2026-03-16 15:20:50 IST

Spot → Futures	Forward / Roll
03-24	8	13.2	2.6%	6	0.11%	6.4%
03-30	14	37.9	4.2%	8	0.20%	9.1%
04-07	22	84.6	6.0%	6	0.13%	8.1%
04-13	28	115.8	6.4%	15	0.32%	7.8%
04-28	43	190.8	6.9%	28	0.66%	8.5%
05-26	71	344.9	7.5%	35	0.39%	4.0%
06-30	106	435.1	6.4%	91	1.67%	6.5%
09-29	197	824.5	6.4%	91	1.83%	7.0%
12-29	288	1252.3	6.6%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

03-24

13.2

2.6%

0.11%

6.4%

03-30

37.9

4.2%

0.20%

9.1%

04-07

84.6

6.0%

0.13%

8.1%

04-13

115.8

6.4%

0.32%

7.8%

04-28

190.8

6.9%

0.66%

8.5%

05-26

344.9

7.5%

0.39%

4.0%

06-30

106

435.1

6.4%

1.67%

6.5%

09-29

197

824.5

6.4%

1.83%

7.0%

12-29

288

1252.3

6.6%

—

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	0
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	18

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