NIFTY Analytics Report - 2026-03-17 13:00:47 IST

Spot → Futures	Forward / Roll
03-24	7	-2.0	-0.4%	6	0.11%	6.5%
03-30	13	23.1	2.8%	8	0.16%	7.2%
04-07	21	60.1	4.4%	6	0.28%	16.7%
04-13	27	124.7	7.2%	15	0.22%	5.4%
04-28	42	177.0	6.5%	28	0.64%	8.3%
05-26	70	328.1	7.2%	35	0.42%	4.3%
06-30	105	427.2	6.3%	91	1.61%	6.3%
09-29	196	806.1	6.3%	91	1.84%	7.1%
12-29	287	1238.0	6.5%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

03-24

-2.0

-0.4%

0.11%

6.5%

03-30

23.1

2.8%

0.16%

7.2%

04-07

60.1

4.4%

0.28%

16.7%

04-13

124.7

7.2%

0.22%

5.4%

04-28

177.0

6.5%

0.64%

8.3%

05-26

328.1

7.2%

0.42%

4.3%

06-30

105

427.2

6.3%

1.61%

6.3%

09-29

196

806.1

6.3%

1.84%

7.1%

12-29

287

1238.0

6.5%

—

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)	13

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