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

Spot → Futures	Forward / Roll
03-24	4	9.6	3.8%	6	0.10%	6.3%
03-30	10	33.7	5.3%	8	0.15%	6.9%
04-07	18	68.5	6.0%	6	0.14%	8.5%
04-13	24	100.9	6.6%	8	0.43%	19.6%
04-21	32	200.8	9.9%	7	-0.05%	-2.5%
04-28	39	189.7	7.7%	28	0.60%	7.7%
05-26	67	328.2	7.7%	35	0.43%	4.5%
06-30	102	428.4	6.6%	91	1.88%	7.3%
09-29	193	862.6	6.9%	91	1.92%	7.3%
12-29	284	1305.2	7.1%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

03-24

9.6

3.8%

0.10%

6.3%

03-30

33.7

5.3%

0.15%

6.9%

04-07

68.5

6.0%

0.14%

8.5%

04-13

100.9

6.6%

0.43%

19.6%

04-21

200.8

9.9%

-0.05%

-2.5%

04-28

189.7

7.7%

0.60%

7.7%

05-26

328.2

7.7%

0.43%

4.5%

06-30

102

428.4

6.6%

1.88%

7.3%

09-29

193

862.6

6.9%

1.92%

7.3%

12-29

284

1305.2

7.1%

—

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)	21

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