NIFTY Analytics Report - 2026-03-19 13:00:56 IST

Spot → Futures	Forward / Roll
03-24	5	-7.5	-2.3%	6	0.10%	6.0%
03-30	11	15.6	2.2%	8	0.13%	6.1%
04-07	19	46.7	3.9%	6	0.16%	9.6%
04-13	25	83.6	5.2%	8	0.48%	21.6%
04-21	33	194.4	9.2%	7	-0.14%	-7.5%
04-28	40	160.8	6.3%	28	0.63%	8.2%
05-26	68	308.2	7.1%	35	0.46%	4.8%
06-30	103	415.8	6.3%	91	1.77%	6.9%
09-29	194	827.4	6.6%	91	1.76%	6.8%
12-29	285	1237.4	6.6%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

03-24

-7.5

-2.3%

0.10%

6.0%

03-30

15.6

2.2%

0.13%

6.1%

04-07

46.7

3.9%

0.16%

9.6%

04-13

83.6

5.2%

0.48%

21.6%

04-21

194.4

9.2%

-0.14%

-7.5%

04-28

160.8

6.3%

0.63%

8.2%

05-26

308.2

7.1%

0.46%

4.8%

06-30

103

415.8

6.3%

1.77%

6.9%

09-29

194

827.4

6.6%

1.76%

6.8%

12-29

285

1237.4

6.6%

—

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	10
Excluded Expiries	0
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	15

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

Export Files

Useful jq Queries