NIFTY Analytics Report - 2026-03-18 09:30:38 IST

Spot → Futures	Forward / Roll
03-24	6	-12.5	-3.2%	6	0.11%	6.4%
03-30	12	12.4	1.6%	8	0.13%	6.1%
04-07	20	44.3	3.4%	6	0.16%	9.6%
04-13	26	81.7	4.8%	15	0.32%	7.8%
04-28	41	158.0	5.9%	28	0.66%	8.5%
05-26	69	313.5	6.9%	35	0.44%	4.6%
06-30	104	418.6	6.1%	182	3.43%	6.7%
12-29	286	1233.1	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	8
Excluded Expiries	2
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	7

Excluded Expiries

Expiry	DTE	Reject Reason
2026-04-21	34	iv_convergence
2026-09-29	195	missing_quotes

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

Excluded Expiries

Export Files

Useful jq Queries