NIFTY Analytics Report - 2026-03-27 13:00:23 IST

Spot → Futures	Forward / Roll
03-30	3	4.2	2.2%	8	0.05%	2.1%
04-07	11	14.8	2.1%	6	0.10%	6.2%
04-13	17	38.1	3.6%	8	0.35%	15.9%
04-21	25	118.4	7.5%	7	-0.02%	-1.0%
04-28	32	114.0	5.7%	28	0.60%	7.8%
05-26	60	252.6	6.7%	35	0.63%	6.5%
06-30	95	397.0	6.6%	91	1.77%	6.9%
09-29	186	803.5	6.8%	91	1.71%	6.6%
12-29	277	1195.1	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)	15

Excluded Expiries

Expiry	DTE	Reject Reason
2026-05-05	39	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