NIFTY Analytics Report - 2026-03-25 13:00:21 IST

Spot → Futures	Forward / Roll
03-30	5	-7.3	-2.3%	8	0.12%	5.3%
04-07	13	19.9	2.4%	6	0.13%	7.9%
04-13	19	50.1	4.1%	8	0.16%	7.1%
04-21	27	86.5	5.0%	7	0.18%	9.4%
04-28	34	128.9	5.9%	7	1.27%	65.6%
05-05	41	426.1	16.1%	21	-0.65%	-11.2%
05-26	62	273.5	6.9%	35	0.57%	5.9%
06-30	97	406.5	6.5%	91	1.73%	6.8%
09-29	188	810.6	6.6%	91	1.92%	7.4%
12-29	279	1258.9	6.9%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

03-30

-7.3

-2.3%

0.12%

5.3%

04-07

19.9

2.4%

0.13%

7.9%

04-13

50.1

4.1%

0.16%

7.1%

04-21

86.5

5.0%

0.18%

9.4%

04-28

128.9

5.9%

1.27%

65.6%

05-05

426.1

16.1%

-0.65%

-11.2%

05-26

273.5

6.9%

0.57%

5.9%

06-30

406.5

6.5%

1.73%

6.8%

09-29

188

810.6

6.6%

1.92%

7.4%

12-29

279

1258.9

6.9%

—

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	10
Excluded Expiries	0
NEG Cells	1
Issues (FAIL)	0
Issues (WARN)	15

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