NIFTY Analytics Report - 2026-03-18 15:20:46 IST

Spot → Futures	Forward / Roll
03-24	6	0.7	0.2%	6	0.10%	6.0%
03-30	12	24.0	3.1%	8	0.15%	6.7%
04-07	20	59.0	4.5%	6	0.14%	8.4%
04-13	26	91.7	5.4%	8	0.16%	7.3%
04-21	34	129.8	5.9%	7	0.14%	7.5%
04-28	41	164.2	6.1%	28	0.63%	8.1%
05-26	69	313.4	6.9%	35	0.44%	4.5%
06-30	104	417.5	6.1%	182	3.48%	6.8%
12-29	286	1244.9	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	0
Issues (FAIL)	0
Issues (WARN)	9

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