NIFTY Analytics Report - 2026-03-23 15:20:22 IST

Spot → Futures	Forward / Roll
03-30	7	31.5	7.3%	8	0.16%	7.2%
04-07	15	66.9	7.2%	6	0.14%	8.6%
04-13	21	98.7	7.6%	8	1.43%	64.6%
04-21	29	420.6	23.3%	7	-1.06%	-54.8%
04-28	36	181.4	8.2%	28	0.63%	8.2%
05-26	64	323.5	8.2%	35	0.45%	4.6%
06-30	99	425.3	6.9%	182	3.76%	7.3%
12-29	281	1271.5	7.2%	—	—	—

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	2
Issues (FAIL)	0
Issues (WARN)	7

Excluded Expiries

Expiry	DTE	Reject Reason
2026-09-29	190	missing_quotes

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