NIFTY Analytics Report - 2026-03-19 15:20:51 IST

Spot → Futures	Forward / Roll
03-24	5	4.4	1.4%	6	0.11%	6.6%
03-30	11	29.6	4.3%	8	0.14%	6.5%
04-07	19	62.4	5.2%	6	0.23%	13.9%
04-13	25	115.2	7.3%	15	0.27%	6.6%
04-28	40	178.2	7.0%	28	0.62%	7.9%
05-26	68	320.2	7.4%	35	0.47%	4.8%
06-30	103	428.0	6.5%	91	1.80%	7.0%
09-29	194	843.1	6.8%	91	1.88%	7.2%
12-29	285	1276.2	6.9%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

03-24

4.4

1.4%

0.11%

6.6%

03-30

29.6

4.3%

0.14%

6.5%

04-07

62.4

5.2%

0.23%

13.9%

04-13

115.2

7.3%

0.27%

6.6%

04-28

178.2

7.0%

0.62%

7.9%

05-26

320.2

7.4%

0.47%

4.8%

06-30

103

428.0

6.5%

1.80%

7.0%

09-29

194

843.1

6.8%

1.88%

7.2%

12-29

285

1276.2

6.9%

—

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)	7

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