NIFTY Analytics Report - 2026-03-27 09:30:24 IST

Spot → Futures	Forward / Roll
03-30	3	28.8	15.2%	8	0.09%	4.2%
04-07	11	49.8	7.2%	6	0.15%	8.9%
04-13	17	83.7	7.8%	8	0.15%	7.0%
04-21	25	119.2	7.5%	7	0.13%	6.9%
04-28	32	149.8	7.4%	28	0.67%	8.7%
05-26	60	304.3	8.0%	35	0.49%	5.0%
06-30	95	416.5	6.9%	182	3.70%	7.2%
12-29	277	1268.2	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	8
Excluded Expiries	2
NEG Cells	1
Issues (FAIL)	0
Issues (WARN)	9

Excluded Expiries

Expiry	DTE	Reject Reason
2026-05-05	39	iv_convergence
2026-09-29	186	forward_unstable

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