NIFTY Analytics Report - 2026-03-25 09:30:19 IST

Spot → Futures	Forward / Roll
03-30	5	0.4	0.1%	8	0.10%	4.7%
04-07	13	24.4	2.9%	6	0.14%	8.3%
04-13	19	56.1	4.6%	8	0.16%	7.3%
04-21	27	93.4	5.4%	7	0.19%	9.9%
04-28	34	137.8	6.4%	28	0.57%	7.4%
05-26	62	270.3	6.8%	35	0.52%	5.4%
06-30	97	391.2	6.3%	91	1.88%	7.3%
09-29	188	826.7	6.8%	91	1.70%	6.5%
12-29	279	1220.7	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	9
Excluded Expiries	1
NEG Cells	1
Issues (FAIL)	0
Issues (WARN)	8

Excluded Expiries

Expiry	DTE	Reject Reason
2026-05-05	41	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