NIFTY Analytics Report - 2026-03-18 13:00:41 IST

Spot → Futures	Forward / Roll
03-24	6	-8.0	-2.0%	6	0.09%	5.5%
03-30	12	13.4	1.7%	8	0.13%	6.1%
04-07	20	45.0	3.5%	6	0.14%	8.5%
04-13	26	78.2	4.6%	8	0.17%	7.5%
04-21	34	117.4	5.3%	7	0.17%	8.6%
04-28	41	157.1	5.9%	28	0.59%	7.7%
05-26	69	298.4	6.6%	35	0.50%	5.2%
06-30	104	417.7	6.1%	182	3.43%	6.7%
12-29	286	1233.5	6.5%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

03-24

-8.0

-2.0%

0.09%

5.5%

03-30

13.4

1.7%

0.13%

6.1%

04-07

45.0

3.5%

0.14%

8.5%

04-13

78.2

4.6%

0.17%

7.5%

04-21

117.4

5.3%

0.17%

8.6%

04-28

157.1

5.9%

0.59%

7.7%

05-26

298.4

6.6%

0.50%

5.2%

06-30

104

417.7

6.1%

182

3.43%

6.7%

12-29

286

1233.5

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	1
NEG Cells	1
Issues (FAIL)	0
Issues (WARN)	7

Excluded Expiries

Expiry	DTE	Reject Reason
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