NIFTY Analytics Report - 2026-03-24 13:00:20 IST

Spot → Futures	Forward / Roll
03-30	6	16.7	4.4%	8	0.13%	5.7%
04-07	14	45.4	5.1%	6	0.14%	8.6%
04-13	20	77.9	6.2%	8	0.18%	8.0%
04-21	28	118.5	6.7%	7	0.14%	7.0%
04-28	35	149.6	6.8%	28	0.59%	7.6%
05-26	63	284.6	7.1%	35	0.60%	6.2%
06-30	98	422.6	6.8%	91	1.82%	7.1%
09-29	189	841.6	7.0%	91	1.93%	7.4%
12-29	280	1285.6	7.1%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

03-30

16.7

4.4%

0.13%

5.7%

04-07

45.4

5.1%

0.14%

8.6%

04-13

77.9

6.2%

0.18%

8.0%

04-21

118.5

6.7%

0.14%

7.0%

04-28

149.6

6.8%

0.59%

7.6%

05-26

284.6

7.1%

0.60%

6.2%

06-30

422.6

6.8%

1.82%

7.1%

09-29

189

841.6

7.0%

1.93%

7.4%

12-29

280

1285.6

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	9
Excluded Expiries	0
NEG Cells	1
Issues (FAIL)	0
Issues (WARN)	8

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