NIFTY Analytics Report - 2026-03-20 13:00:45 IST

Spot → Futures	Forward / Roll
03-24	4	22.1	8.7%	6	0.11%	6.4%
03-30	10	46.5	7.3%	8	0.14%	6.3%
04-07	18	78.5	6.9%	6	0.13%	8.0%
04-13	24	109.1	7.1%	8	0.18%	8.0%
04-21	32	150.2	7.4%	7	0.20%	10.1%
04-28	39	195.7	7.9%	28	0.63%	8.2%
05-26	67	342.8	8.0%	35	0.44%	4.6%
06-30	102	446.0	6.8%	91	1.74%	6.8%
09-29	193	850.6	6.8%	91	1.97%	7.5%
12-29	284	1306.7	7.0%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

03-24

22.1

8.7%

0.11%

6.4%

03-30

46.5

7.3%

0.14%

6.3%

04-07

78.5

6.9%

0.13%

8.0%

04-13

109.1

7.1%

0.18%

8.0%

04-21

150.2

7.4%

0.20%

10.1%

04-28

195.7

7.9%

0.63%

8.2%

05-26

342.8

8.0%

0.44%

4.6%

06-30

102

446.0

6.8%

1.74%

6.8%

09-29

193

850.6

6.8%

1.97%

7.5%

12-29

284

1306.7

7.0%

—

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