NIFTY Analytics Report - 2026-03-27 15:20:26 IST

Spot → Futures	Forward / Roll
03-30	3	-3.6	-1.9%	8	0.08%	3.8%
04-07	11	15.6	2.3%	6	0.11%	6.9%
04-13	17	41.3	3.9%	8	0.14%	6.3%
04-21	25	72.8	4.7%	7	0.16%	8.3%
04-28	32	109.4	5.5%	28	0.56%	7.3%
05-26	60	237.6	6.3%	35	0.60%	6.2%
06-30	95	374.9	6.3%	91	1.85%	7.2%
09-29	186	797.0	6.7%	91	1.78%	6.8%
12-29	277	1202.7	6.8%	—	—	—

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	2
Issues (FAIL)	0
Issues (WARN)	7

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