NIFTY Analytics Report - 2026-03-25 15:20:19 IST

Spot → Futures	Forward / Roll
03-30	5	-0.1	-0.0%	8	0.13%	6.1%
04-07	13	30.9	3.7%	6	0.14%	8.4%
04-13	19	63.2	5.2%	8	0.16%	7.5%
04-21	27	101.4	5.9%	7	0.16%	8.5%
04-28	34	139.4	6.4%	28	0.61%	7.9%
05-26	62	281.8	7.1%	35	0.62%	6.3%
06-30	97	425.3	6.8%	91	1.78%	7.0%
09-29	188	839.7	6.9%	91	1.83%	7.0%
12-29	279	1265.2	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	9
Excluded Expiries	1
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	17

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