NIFTY Analytics Report - 2026-03-17 09:30:45 IST

Spot → Futures	Forward / Roll
03-24	7	20.3	4.5%	6	0.11%	6.7%
03-30	13	46.1	5.5%	8	0.17%	7.8%
04-07	21	86.0	6.4%	6	0.25%	15.1%
04-13	27	144.3	8.3%	15	0.25%	6.1%
04-28	42	202.8	7.5%	28	0.67%	8.7%
05-26	70	359.7	8.0%	35	0.40%	4.1%
06-30	105	454.1	6.7%	91	1.62%	6.3%
09-29	196	832.5	6.5%	91	1.82%	7.0%
12-29	287	1258.5	6.7%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

03-24

20.3

4.5%

0.11%

6.7%

03-30

46.1

5.5%

0.17%

7.8%

04-07

86.0

6.4%

0.25%

15.1%

04-13

144.3

8.3%

0.25%

6.1%

04-28

202.8

7.5%

0.67%

8.7%

05-26

359.7

8.0%

0.40%

4.1%

06-30

105

454.1

6.7%

1.62%

6.3%

09-29

196

832.5

6.5%

1.82%

7.0%

12-29

287

1258.5

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)	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