NIFTY Analytics Report - 2026-03-17 15:20:53 IST

Spot → Futures	Forward / Roll
03-24	7	10.7	2.4%	6	0.10%	5.9%
03-30	13	33.5	4.0%	8	0.16%	7.2%
04-07	21	70.7	5.2%	6	0.14%	8.2%
04-13	27	102.6	5.9%	15	0.34%	8.2%
04-28	42	182.6	6.7%	28	0.64%	8.2%
05-26	70	332.9	7.3%	35	0.45%	4.6%
06-30	105	439.3	6.4%	91	1.77%	6.9%
09-29	196	855.4	6.6%	91	1.76%	6.8%
12-29	287	1269.8	6.7%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

03-24

10.7

2.4%

0.10%

5.9%

03-30

33.5

4.0%

0.16%

7.2%

04-07

70.7

5.2%

0.14%

8.2%

04-13

102.6

5.9%

0.34%

8.2%

04-28

182.6

6.7%

0.64%

8.2%

05-26

332.9

7.3%

0.45%

4.6%

06-30

105

439.3

6.4%

1.77%

6.9%

09-29

196

855.4

6.6%

1.76%

6.8%

12-29

287

1269.8

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