NIFTY Analytics Report - 2026-03-24 09:30:18 IST

Spot → Futures	Forward / Roll
03-30	6	1.8	0.5%	8	0.14%	6.5%
04-07	14	34.1	3.9%	6	0.09%	5.6%
04-13	20	55.0	4.4%	15	0.35%	8.5%
04-28	35	135.6	6.2%	28	0.62%	8.0%
05-26	63	277.8	7.0%	35	0.50%	5.1%
06-30	98	391.4	6.3%	91	1.90%	7.4%
09-29	189	826.2	6.9%	91	1.67%	6.4%
12-29	280	1206.9	6.7%	—	—	—

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	0
Issues (FAIL)	0
Issues (WARN)	8

Excluded Expiries

Expiry	DTE	Reject Reason
2026-04-21	28	iv_garbage

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