NIFTY Analytics Report - 2026-03-24 15:20:20 IST

Spot → Futures	Forward / Roll
03-30	6	2.9	0.8%	8	0.12%	5.3%
04-07	14	29.6	3.4%	6	0.13%	7.7%
04-13	20	58.7	4.7%	8	0.24%	11.0%
04-21	28	113.9	6.5%	7	0.11%	5.7%
04-28	35	139.0	6.3%	28	0.58%	7.5%
05-26	63	271.6	6.8%	35	0.56%	5.8%
06-30	98	401.0	6.5%	91	1.86%	7.3%
09-29	189	828.1	6.9%	91	1.88%	7.2%
12-29	280	1258.2	7.0%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

03-30

2.9

0.8%

0.12%

5.3%

04-07

29.6

3.4%

0.13%

7.7%

04-13

58.7

4.7%

0.24%

11.0%

04-21

113.9

6.5%

0.11%

5.7%

04-28

139.0

6.3%

0.58%

7.5%

05-26

271.6

6.8%

0.56%

5.8%

06-30

401.0

6.5%

1.86%

7.3%

09-29

189

828.1

6.9%

1.88%

7.2%

12-29

280

1258.2

7.0%

—

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)	9

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