NIFTY Analytics Report - 2026-03-23 09:30:21 IST

Spot → Futures	Forward / Roll
03-30	7	21.6	5.0%	8	0.12%	5.5%
04-07	15	49.2	5.3%	6	0.36%	21.6%
04-13	21	130.0	9.9%	8	0.68%	30.9%
04-21	29	285.3	15.7%	7	-0.48%	-24.7%
04-28	36	176.7	7.9%	28	0.64%	8.2%
05-26	64	321.2	8.0%	35	0.46%	4.7%
06-30	99	425.2	6.8%	182	3.73%	7.2%
12-29	281	1271.5	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	8
Excluded Expiries	1
NEG Cells	1
Issues (FAIL)	0
Issues (WARN)	13

Excluded Expiries

Expiry	DTE	Reject Reason
2026-09-29	190	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