NIFTY Analytics Report - 2026-03-19 09:42:59 IST

Spot → Futures	Forward / Roll
03-24	5	-24.9	-7.8%	6	0.11%	6.7%
03-30	11	0.5	0.1%	8	0.16%	7.1%
04-07	19	36.7	3.0%	6	0.16%	9.5%
04-13	25	73.0	4.6%	15	0.37%	8.9%
04-28	40	158.7	6.2%	28	0.63%	8.2%
05-26	68	306.2	7.0%	35	0.46%	4.7%
06-30	103	413.2	6.2%	91	1.75%	6.8%
09-29	194	819.4	6.5%	91	1.81%	7.0%
12-29	285	1241.7	6.7%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

03-24

-24.9

-7.8%

0.11%

6.7%

03-30

0.5

0.1%

0.16%

7.1%

04-07

36.7

3.0%

0.16%

9.5%

04-13

73.0

4.6%

0.37%

8.9%

04-28

158.7

6.2%

0.63%

8.2%

05-26

306.2

7.0%

0.46%

4.7%

06-30

103

413.2

6.2%

1.75%

6.8%

09-29

194

819.4

6.5%

1.81%

7.0%

12-29

285

1241.7

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)	9

Excluded Expiries

Expiry	DTE	Reject Reason
2026-04-21	33	iv_convergence

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