NIFTY Analytics Report - 2026-03-20 09:30:45 IST

Spot → Futures	Forward / Roll
03-24	4	3.9	1.5%	6	0.12%	7.3%
03-30	10	31.8	5.0%	8	0.10%	4.7%
04-07	18	55.8	4.9%	6	0.17%	10.5%
04-13	24	96.2	6.3%	8	0.18%	8.1%
04-21	32	137.6	6.7%	7	0.16%	8.2%
04-28	39	174.4	7.0%	28	0.60%	7.7%
05-26	67	314.1	7.3%	35	0.51%	5.2%
06-30	102	432.5	6.6%	91	1.68%	6.6%
09-29	193	823.1	6.6%	91	1.90%	7.3%
12-29	284	1266.0	6.8%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

03-24

3.9

1.5%

0.12%

7.3%

03-30

31.8

5.0%

0.10%

4.7%

04-07

55.8

4.9%

0.17%

10.5%

04-13

96.2

6.3%

0.18%

8.1%

04-21

137.6

6.7%

0.16%

8.2%

04-28

174.4

7.0%

0.60%

7.7%

05-26

314.1

7.3%

0.51%

5.2%

06-30

102

432.5

6.6%

1.68%

6.6%

09-29

193

823.1

6.6%

1.90%

7.3%

12-29

284

1266.0

6.8%

—

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)	16

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