NIFTY Analytics Report - 2026-03-19 09:30:46 IST

Spot → Futures	Forward / Roll
03-24	5	1.3	0.4%	6	0.07%	4.3%
03-30	11	17.9	2.5%	8	0.17%	7.7%
04-07	19	57.5	4.7%	6	0.15%	8.8%
04-13	25	91.4	5.7%	15	0.37%	9.0%
04-28	40	178.2	7.0%	28	0.63%	8.1%
05-26	68	324.6	7.4%	35	0.44%	4.6%
06-30	103	428.2	6.5%	91	1.75%	6.9%
09-29	194	836.8	6.6%	91	1.81%	6.9%
12-29	285	1257.6	6.7%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

03-24

1.3

0.4%

0.07%

4.3%

03-30

17.9

2.5%

0.17%

7.7%

04-07

57.5

4.7%

0.15%

8.8%

04-13

91.4

5.7%

0.37%

9.0%

04-28

178.2

7.0%

0.63%

8.1%

05-26

324.6

7.4%

0.44%

4.6%

06-30

103

428.2

6.5%

1.75%

6.9%

09-29

194

836.8

6.6%

1.81%

6.9%

12-29

285

1257.6

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	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	17

Excluded Expiries

Expiry	DTE	Reject Reason
2026-04-21	33	insufficient_strikes

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